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      Restricted robust uniform matroid maximization under interval uncertainty

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      Author
      Yaman, H.
      Karaşan, O. E.
      Pınar, M. Ç.
      Date
      2007
      Source Title
      Mathematical Programming
      Print ISSN
      0025-5610
      Electronic ISSN
      1436-4646
      Publisher
      Springer
      Volume
      110
      Issue
      2
      Pages
      431 - 441
      Language
      English
      Type
      Article
      Item Usage Stats
      111
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      Abstract
      For the problem of selecting p items with interval objective function coefficients so as to maximize total profit, we introduce the r-restricted robust deviation criterion and seek solutions that minimize the r-restricted robust deviation. This new criterion increases the modeling power of the robust deviation (minmax regret) criterion by reducing the level of conservatism of the robust solution. It is shown that r-restricted robust deviation solutions can be computed efficiently. Results of experiments and comparisons with absolute robustness, robust deviation and restricted absolute robustness criteria are reported.
      Keywords
      Uniform matroid
      Robust optimization
      Interval data
      Permalink
      http://hdl.handle.net/11693/23433
      Published Version (Please cite this version)
      http://dx.doi.org/10.1007/s10107-006-0008-1
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