Minmax regret solutions for minimax optimization problems with uncertainty

  • Authors:
  • Igor Averbakh

  • Affiliations:
  • Mathematics Department, MS-9063, Western Washington University, Bellingham, Washington 98225, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 2000

Quantified Score

Hi-index 0.00

Visualization

Abstract

We propose a general approach for finding minmax regret solutions for a class of combinatorial optimization problems with an objective function of minimax type and uncertain objective function coefficients. The approach is based on reducing a problem with uncertainty to a number of problems without uncertainty. The method is illustrated on bottleneck combinatorial optimization problems, minimax multifacility location problems and maximum weighted tardiness scheduling problems with uncertainty.