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dc.contributor.authorYaman, H.en_US
dc.contributor.authorKaraşan, O. E.en_US
dc.contributor.authorPınar, M. Ç.en_US
dc.date.accessioned2016-02-08T10:13:52Z
dc.date.available2016-02-08T10:13:52Z
dc.date.issued2007en_US
dc.identifier.issn0025-5610
dc.identifier.urihttp://hdl.handle.net/11693/23433
dc.description.abstractFor 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.en_US
dc.language.isoEnglishen_US
dc.source.titleMathematical Programmingen_US
dc.relation.isversionofhttp://dx.doi.org/10.1007/s10107-006-0008-1en_US
dc.subjectUniform matroiden_US
dc.subjectRobust optimizationen_US
dc.subjectInterval dataen_US
dc.titleRestricted robust uniform matroid maximization under interval uncertaintyen_US
dc.typeArticleen_US
dc.departmentDepartment of Industrial Engineering
dc.citation.spage431en_US
dc.citation.epage441en_US
dc.citation.volumeNumber110en_US
dc.citation.issueNumber2en_US
dc.identifier.doi10.1007/s10107-006-0008-1en_US
dc.publisherSpringeren_US
dc.identifier.eissn1436-4646


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