A note on robust 0-1 optimization with uncertain cost coefficients

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dc.citation.epage316en_US
dc.citation.issueNumber4en_US
dc.citation.spage309en_US
dc.citation.volumeNumber2en_US
dc.contributor.authorPınar, M. Ç.en_US
dc.date.accessioned2016-02-08T10:24:59Z
dc.date.available2016-02-08T10:24:59Z
dc.date.issued2004en_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractBased on the recent approach of Bertsimas and Sim (2004, 2003) to robust optimization in the presence of data uncertainty, we prove an easily computable and simple bound on the probability that the robust solution gives an objective function value worse than the robust objective function value, under the assumption that only cost coefficients are subject to uncertainty. We exploit the binary nature of the optimization problem in proving our results. A discussion on the cost of ignoring uncertainty is also included.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:24:59Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2004en
dc.identifier.doi10.1007/s10288-004-0041-yen_US
dc.identifier.eissn1614-2411
dc.identifier.issn1619-4500
dc.identifier.urihttp://hdl.handle.net/11693/24160
dc.language.isoEnglishen_US
dc.publisherSpringeren_US
dc.relation.isversionofhttp://dx.doi.org/10.1007/s10288-004-0041-yen_US
dc.source.title4 ORen_US
dc.subject0-1 optimizationen_US
dc.subjectRobust optimizationen_US
dc.subjectUncertain cost coefficientsen_US
dc.titleA note on robust 0-1 optimization with uncertain cost coefficientsen_US
dc.typeArticleen_US

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