| Presentation | 2018-05-26 Worst-Case Scenario for Γ-Robust Optimization Jiabao Zhang, Wei Wu, Mutsunori Yagiura, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Robust optimization is motivated by practical applications and deals with optimization problems in which some input parameters are uncertain. In this paper, we consider Γ-robust combinatorial optimization problems under max-min criterion. For this type of problem, we propose and prove a general lemma that we call the worst-case-scenario lemma: it speci es a worst-case scenario for a given solution. Based on the worst-case-scenario lemma, we propose an exact dynamic programming algorithm and a heuristic algorithm for the Γ-robust knapsack problem under the max-min criterion. Furthermore, we propose three lemmas to reduce the running time of the dynamic programming algorithm. The computational results show that our exact algorithm solves the Γ-robustknapsack problem exactly in reasonable time (less than two hours) for instances with up to 2000 items, and the heuristic algorithm obtains high-quality solutions in less than three minutes for instances with up to 10000 items. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | robust optimization / Γ-robust / max-min criterion / worst-case scenario / knapsack problem / dynamic programming |
| Paper # | COMP2018-1 |
| Date of Issue | 2018-05-18 (COMP) |
| Conference Information | |
| Committee | COMP / IPSJ-AL |
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| Conference Date | 2018/5/25(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Nagoya Institute of Technology |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Hiro Ito(Univ. of Electro-Comm.) |
| Vice Chair | Yushi Uno(Osaka Pref. Univ.) |
| Secretary | Yushi Uno(Seikei Univ.) / (Kyushu Inst. of Tech.) |
| Assistant | |
| Paper Information | |
| Registration To | Technical Committee on Theoretical Foundations of Computing / Special Interest Group on Algorithms |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Worst-Case Scenario for Γ-Robust Optimization |
| Sub Title (in English) | |
| Keyword(1) | robust optimization |
| Keyword(2) | Γ-robust |
| Keyword(3) | max-min criterion |
| Keyword(4) | worst-case scenario |
| Keyword(5) | knapsack problem |
| Keyword(6) | dynamic programming |
| 1st Author's Name | Jiabao Zhang |
| 1st Author's Affiliation | Nagoya University(Nagoya Univ.) |
| 2nd Author's Name | Wei Wu |
| 2nd Author's Affiliation | Seikei University(Seikei Univ.) |
| 3rd Author's Name | Mutsunori Yagiura |
| 3rd Author's Affiliation | Nagoya University(Nagoya Univ.) |
| Date | 2018-05-26 |
| Paper # | COMP2018-1 |
| Volume (vol) | vol.118 |
| Number (no) | COMP-68 |
| Page | pp.pp.17-24(COMP), |
| #Pages | 6 |
| Date of Issue | 2018-05-18 (COMP) |