The lexicographic α-robust knapsack problem
Rim Kalaï and
Daniel Vanderpooten
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Rim Kalaï: LAMSADE - Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique, Pôle Customer, Retail and Supply Chain - Rouen Business School - Rouen Business School
Daniel Vanderpooten: LAMSADE - Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
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Abstract:
The knapsack problem is a classical combinatorial optimization problem used to model many industrial situations. The robust version of this problem was studied in the literature using a max-min or min-max regret criterion. In this paper, we show the drawbacks of such criteria and propose a new robustness approach, called lexicographic α-robustness. We show that the complexity of the lexicographic α-robust problem does not increase compared with the max-min version and present a pseudo-polynomial algorithm in the case of a bounded number of scenarios.
Keywords: uncertainty; robustness; 0-1 knapsack problem; min-max (regret); complexity (search for similar items in EconPapers)
Date: 2011-01
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Citations: View citations in EconPapers (1)
Published in International Transactions in Operational Research, 2011, Vol. 18 (n° 1), pp 103-113. ⟨10.1111/j.1475-3995.2010.00786.x⟩
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00820135
DOI: 10.1111/j.1475-3995.2010.00786.x
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