Optimization Online


A robust approach to the chance-constrained knapsack problem

Olivier Klopfenstein (olivier.klopfenstein***at***francetelecom.com)
Dritan Nace (nace***at***utc.fr)

Abstract: Chance-constrained programming is a relevant model for many concrete problems. However, it is known to be very hard to tackle directly. In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on the recent advances in robust optimization, a tractable combinatorial algorithm is proposed to solve CKP. It always provides feasible solutions for CKP. Moreover, for two specific classes of uncertain knapsack problems, it is proved to solve CKP at optimality.

Keywords: knapsack problem; robust optimization; chance-constrained optimization

Category 1: Integer Programming (0-1 Programming )

Category 2: Stochastic Programming

Category 3: Robust Optimization



Entry Submitted: 03/06/2006
Entry Accepted: 03/06/2006
Entry Last Modified: 12/04/2008

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society