| Article ID: | iaor20102872 |
| Volume: | 36 |
| Issue: | 5 |
| Start Page Number: | 628 |
| End Page Number: | 632 |
| Publication Date: | Sep 2008 |
| Journal: | Operations Research Letters |
| Authors: | Nace Dritan, Klopfenstein Olivier |
| Keywords: | programming: integer |
In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on robust optimization, a tractable combinatorial algorithm is proposed to solve approximately CKP. For two specific classes of uncertain knapsack problems, it is proved to solve CKP at optimality.