The Minmax Multidimensional Knapsack Problem with Application to a Chance-Constrained Problem
The Minmax Multidimensional Knapsack Problem with Application to a Chance-Constrained Problem
In this paper we present a new combinatorial problem, called minmax multidimensional knapsack problem (MKP), motivated by a military logistics problem. The logistics problem is a two-period, two-level, chanced-constrained problem with recourse. We show that the MKP is NP-hard and develop a practically efficient combinatorial algorithm for solving it. We also show that under some reasonable assumptions regarding the operational setting of the logistics problem, the chance-constrained optimization problem is decomposable into a series of MKPs that are solved separately.
656-666
Kress, Moshe
394ef728-d925-4ca5-8c0e-d3f18b1f8a31
Penn, Michal
4b303716-075a-4f19-8889-a45120885942
Polukarov, Maria
bd2f0623-9e8a-465f-8b29-851387a64740
2007
Kress, Moshe
394ef728-d925-4ca5-8c0e-d3f18b1f8a31
Penn, Michal
4b303716-075a-4f19-8889-a45120885942
Polukarov, Maria
bd2f0623-9e8a-465f-8b29-851387a64740
Kress, Moshe, Penn, Michal and Polukarov, Maria
(2007)
The Minmax Multidimensional Knapsack Problem with Application to a Chance-Constrained Problem.
Naval Research Logistics, 54 (6), .
Abstract
In this paper we present a new combinatorial problem, called minmax multidimensional knapsack problem (MKP), motivated by a military logistics problem. The logistics problem is a two-period, two-level, chanced-constrained problem with recourse. We show that the MKP is NP-hard and develop a practically efficient combinatorial algorithm for solving it. We also show that under some reasonable assumptions regarding the operational setting of the logistics problem, the chance-constrained optimization problem is decomposable into a series of MKPs that are solved separately.
Text
Published.pdf
- Version of Record
More information
Published date: 2007
Organisations:
Agents, Interactions & Complexity
Identifiers
Local EPrints ID: 267886
URI: http://eprints.soton.ac.uk/id/eprint/267886
PURE UUID: 291b2532-6036-4d3c-8ceb-6723a10b734c
Catalogue record
Date deposited: 16 Sep 2009 20:44
Last modified: 14 Mar 2024 09:01
Export record
Contributors
Author:
Moshe Kress
Author:
Michal Penn
Author:
Maria Polukarov
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics