A robust approach to the chance-constrained knapsack problem - Archive ouverte HAL
Article Dans Une Revue Operations Research Letters Année : 2008

A robust approach to the chance-constrained knapsack problem

Olivier Klopfenstein
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Résumé

In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on robust optimization, a tractable combinatorial algorithm is proposed to solve approximately CKP. For two specific classes of uncertain knapsack problems, it is proved to solve CKP at optimality.

Dates et versions

hal-00445483 , version 1 (08-01-2010)

Identifiants

Citer

Olivier Klopfenstein, Dritan Nace. A robust approach to the chance-constrained knapsack problem. Operations Research Letters, 2008, Volume 36 (Issue 5), pp.Pages 628-632. ⟨10.1016/j.orl.2008.03.006⟩. ⟨hal-00445483⟩
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