Restricted robust uniform matroid maximization under interval uncertainty
Author
Yaman, H.
Karaşan, O. E.
Pınar, M. Ç.
Date
2007Source Title
Mathematical Programming
Print ISSN
0025-5610
Electronic ISSN
1436-4646
Publisher
Springer
Volume
110
Issue
2
Pages
431 - 441
Language
English
Type
ArticleItem Usage Stats
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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.