Article Dans Une Revue International Transactions in Operational Research Année : 2011

The lexicographic α-robust knapsack problem

Résumé

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.

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Dates et versions

hal-00820135 , version 1 (03-05-2013)

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Rim Kalaï, Daniel Vanderpooten. The lexicographic α-robust knapsack problem. International Transactions in Operational Research, 2011, Vol. 18 (n° 1), pp 103-113. ⟨10.1111/j.1475-3995.2010.00786.x⟩. ⟨hal-00820135⟩
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