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Paper Abstract and Keywords
Presentation 2018-05-26 14:30
Worst-Case Scenario for Γ-Robust Optimization
Jiabao Zhang (Nagoya Univ.), Wei Wu (Seikei Univ.), Mutsunori Yagiura (Nagoya Univ.) COMP2018-1
Abstract (in Japanese) (See Japanese page) 
(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-robust
knapsack 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) 
(in English) robust optimization / Γ-robust / max-min criterion / worst-case scenario / knapsack problem / dynamic programming / /  
Reference Info. IEICE Tech. Rep., vol. 118, no. 68, COMP2018-1, pp. 17-24, May 2018.
Paper # COMP2018-1 
Date of Issue 2018-05-18 (COMP) 
ISSN Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF COMP2018-1

Conference Information
Committee COMP IPSJ-AL  
Conference Date 2018-05-25 - 2018-05-26 
Place (in Japanese) (See Japanese page) 
Place (in English) Nagoya Institute of Technology 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To COMP 
Conference Code 2018-05-COMP-AL 
Language Japanese 
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  
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Keyword(8)  
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.)
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Speaker Author-2 
Date Time 2018-05-26 14:30:00 
Presentation Time 30 minutes 
Registration for COMP 
Paper # COMP2018-1 
Volume (vol) vol.118 
Number (no) no.68 
Page pp.17-24 
#Pages 6 
Date of Issue 2018-05-18 (COMP) 

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