Author: Józefczyk Jerzy Siepak Marcin
Publisher: Emerald Group Publishing Ltd
ISSN: 0368-492X
Source: Kybernetes: The International Journal of Systems & Cybernetics, Vol.42, Iss.3, 2013-03, pp. : 371-382
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Abstract
Purpose - The purpose of this paper is to consider selected optimization problems with parameter uncertainty. A case is studied when uncertain parameters in functions undergoing the optimization belong to intervals of known bounds as well as the absolute regret based approach for coping with such an uncertainty is applied. The paper presents three different cases depending on properties of optimization problems and proposes which method can be used to solve corresponding problems. Design/methodology/approach - The worst-case absolute regret method is employed to manage interval uncertainty in functions to be optimized. To solve resulting uncertain optimization problems, optimal, approximate as well as heuristic solution algorithms have been elaborated for particular problems presented and described in the paper. The latter one is based on Scatter Search metaheuristics. Findings - Solution algorithms for worst-case absolute regret versions of the following optimization problems have been determined: resource allocation in a complex of independent operations and two task scheduling problems
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