A linear programming based heuristic framework for min-max regret combinatorial optimization problems with interval costs

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• 作者：Lucas Assunç ; ã ; o ; ^a ; ^{lucas-assuncao@ufmg.br} ; ^{lucas.suncao88@gmail.com} ; Thiago F. Noronha^b ; ^{tfn@dcc.ufmg.br} ; André ; a Cynthia Santos^c ; ^{andrea.duhamel@utt.fr} ; Rafael Andrade^d ; ^{rca@lia.ufc.br}
• 关键词：Robust optimization ; Matheuristics ; Benders&rsquo ; decomposition
• 刊名：Computers & Operations Research
• 出版年：2017
• 出版时间：May 2017
• 年：2017
• 卷：81
• 期：Complete
• 页码：51-66
• 全文大小：877 K
• 卷排序：81

文摘

A heuristic framework for a class of robust optimization problems is proposed. The heuristic framework explores dual information. The heuristic is successfully applied to solve two robust optimization problems. The heuristic is able to outperform a widely used 2-approximation procedure. A robust optimization version of the restricted shortest path problem is introduced.