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Please use this identifier to cite or link to this item: http://hdl.handle.net/10928/974

Title: 組合せ最適化問題に対するロバスト最適化
Other Titles: Robust Optimization for Combinatorial Optimization Problems
Authors: 呉, 偉
WU, Wei
Keywords: robust optimization
combinatorial optimization
min-max regret
robust level
Issue Date: Dec-2017
Publisher: 成蹊大学理工学部
Abstract: Many combinatorial optimization problems arising in real-world applications do not have accurate estimates of the problem parameters when the optimization decision is taken. Stochastic programming and robust optimization are two common approaches for the solution of optimization problems under uncertainty. In this paper, we describe the common definitions of uncertainty set, as well as 3 criteria, min-max, min-max regret and min-max relative regret, to evaluate a solution. Furthermore, we present general lemmas for obtaining worst case scenarios based on a given solution.
URI: http://hdl.handle.net/10928/974
Appears in Collections:第54巻第2号

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