Name
Title | ||
|---|---|---|
A robust optimization solution to bottleneck generalized assignment problem under uncertainty |
Abstract | ||
|---|---|---|
We consider two versions of bottleneck (or min–max) generalized assignment problem (BGAP) under capacity uncertainty: Task–BGAP and Agent–BGAP. A robust optimization approach is employed to study this issue. The decision maker’s degree of risk aversion and the penalty weighting parameter are incorporated into the objective function. A state-of-the-art linearization method is introduced to deal with the mathematical model and find the solution scheme. Two penalties of weighting parameters that realize the trade-off between solution robustness and model robustness are obtained. Illustrative examples are presented with managerial implications highlighted for decision-making considerations. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1007/s10479-014-1631-5 | Annals of Operations Research |
Keywords | Field | DocType |
Robust optimization,Bottleneck,Assignment,Stochastic programming | Bottleneck,Mathematical optimization,Weighting,Robust optimization,Computer science,Generalized assignment problem,Robustness (computer science),Stochastic programming,Linearization,Linear bottleneck assignment problem | Journal |
Volume | Issue | ISSN |
233 | 1 | 0254-5330 |
Citations | PageRank | References |
4 | 0.40 | 5 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yelin Fu | 1 | 47 | 8.26 |
| Jianshan Sun | 2 | 192 | 17.65 |
| Kin Keung Lai | 3 | 1766 | 203.01 |
| John W. K. Leung | 4 | 12 | 2.26 |