DC Field | Value | Language |
---|---|---|
dc.contributor.author | Han, Jinil | ko |
dc.contributor.author | Lee, Kyungsik | ko |
dc.contributor.author | Lee, Chungmok | ko |
dc.contributor.author | Choi, Ki Seok | ko |
dc.contributor.author | Park, Sung-Soo | ko |
dc.date.accessioned | 2016-07-07T05:37:50Z | - |
dc.date.available | 2016-07-07T05:37:50Z | - |
dc.date.created | 2015-08-10 | - |
dc.date.created | 2015-08-10 | - |
dc.date.issued | 2016-05 | - |
dc.identifier.citation | MATHEMATICAL PROGRAMMING, v.157, no.1, pp.277 - 296 | - |
dc.identifier.issn | 0025-5610 | - |
dc.identifier.uri | http://hdl.handle.net/10203/209843 | - |
dc.description.abstract | We consider a certain class of chance-constrained binary knapsack problem where each item has a normally distributed random weight that is independent of the other items. For this problem we propose an efficient pseudo-polynomial time algorithm based on the robust optimization approach for finding a solution with a theoretical bound on the probability of satisfying the knapsack constraint. Our algorithm is tested on a wide range of random instances, and the results demonstrate that it provides qualified solutions quickly. In contrast, a state-of-the-art MIP solver is only applicable for instances of the problem with a restricted number of items. | - |
dc.language | English | - |
dc.publisher | SPRINGER | - |
dc.title | Robust optimization approach for a chance-constrained binary knapsack problem | - |
dc.type | Article | - |
dc.identifier.wosid | 000375568400011 | - |
dc.identifier.scopusid | 2-s2.0-84964703727 | - |
dc.type.rims | ART | - |
dc.citation.volume | 157 | - |
dc.citation.issue | 1 | - |
dc.citation.beginningpage | 277 | - |
dc.citation.endingpage | 296 | - |
dc.citation.publicationname | MATHEMATICAL PROGRAMMING | - |
dc.identifier.doi | 10.1007/s10107-015-0931-0 | - |
dc.contributor.localauthor | Park, Sung-Soo | - |
dc.contributor.nonIdAuthor | Lee, Kyungsik | - |
dc.contributor.nonIdAuthor | Lee, Chungmok | - |
dc.contributor.nonIdAuthor | Choi, Ki Seok | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Knapsack problem | - |
dc.subject.keywordAuthor | Combinatorial optimization | - |
dc.subject.keywordAuthor | Chance-constrained programming | - |
dc.subject.keywordAuthor | Robust optimization | - |
dc.subject.keywordPlus | EXACT ALGORITHMS | - |
dc.subject.keywordPlus | LINEAR-PROGRAMS | - |
dc.subject.keywordPlus | PRICE | - |
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