An exact approach for solving integer problems under probabilistic constraints with random technology matrix
An exact approach for solving integer problems under probabilistic constraints with random technology matrix
复制标题
随机技术矩阵概率约束下整数问题的精确求解方法
DOI：
10.1007/s10479-009-0670-9
复制
发表时间：
2010
影响因子：
4.8
通讯作者：
M. Bruni
中科院分区：
文献类型：
--
作者：
P. Beraldi;M. Bruni
本文研究了离散分布的概率约束下的整数规划问题。这类问题可以重新表述为具有背包约束的大规模整数问题。对于它们的解，我们提出了一种特殊的分支定界方法，其中背包约束的可行解作为可行域的划分规则。对一个具有随机覆盖矩阵的集合覆盖问题进行了数值计算，结果表明了该方法的有效性和算法的有效性。
This paper addresses integer programming problems under probabilistic constraints involving discrete distributions. Such problems can be reformulated as large scale integer problems with knapsack constraints. For their solution we propose a specialized Branch and Bound approach where the feasible solutions of the knapsack constraint are used as partitioning rules of the feasible domain. The numerical experience carried out on a set covering problem with random covering matrix shows the validity of the solution approach and the efficiency of the implemented algorithm.