On accuracy, robustness and tolerances in vector Boolean optimization

On accuracy, robustness and tolerances in vector Boolean optimization

0.00 Avg rating0 Votes
Article ID: iaor20126813
Volume: 224
Issue: 3
Start Page Number: 449
End Page Number: 457
Publication Date: Feb 2013
Journal: European Journal of Operational Research
Authors: , ,
Keywords: boolean programming
Abstract:

A Boolean programming problem with a finite number of alternatives where initial coefficients (costs) of linear payoff functions are subject to perturbations is considered. We define robust solution as a feasible solution which for a given set of realizations of uncertain parameters guarantees the minimum value of the worst‐case relative regret among all feasible solutions. For the Pareto optimality principle, an appropriate definition of the worst‐case relative regret is specified. It is shown that this definition is closely related to the concept of accuracy function being recently intensively studied in the literature. We also present the concept of robustness tolerances of a single cost vector. The tolerance is defined as the maximum level of perturbation of the cost vector which does not destroy the solution robustness. We present formulae allowing the calculation of the robustness tolerance obtained for some initial costs. The results are illustrated with several numerical examples.

Reviews

Required fields are marked *. Your email address will not be published.