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On accuracy, robustness and tolerances in vector Boolean optimization

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  • Nikulin, Y.
  • Karelkina, O.
  • Mäkelä, M.M.

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.

Suggested Citation

  • Nikulin, Y. & Karelkina, O. & Mäkelä, M.M., 2013. "On accuracy, robustness and tolerances in vector Boolean optimization," European Journal of Operational Research, Elsevier, vol. 224(3), pages 449-457.
  • Handle: RePEc:eee:ejores:v:224:y:2013:i:3:p:449-457
    DOI: 10.1016/j.ejor.2012.09.018
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    References listed on IDEAS

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    1. Nikulin, Yury & Mäkelä, Marko M., 2010. "Stability and accuracy functions for a multicriteria Boolean linear programming problem with parameterized principle of optimality "from Condorcet to Pareto"," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1497-1505, December.
    2. Yury Nikulin, 2009. "Stability and accuracy functions in a coalition game with bans, linear payoffs and antagonistic strategies," Annals of Operations Research, Springer, vol. 172(1), pages 25-35, November.
    3. Montemanni, R. & Gambardella, L. M., 2005. "A branch and bound algorithm for the robust spanning tree problem with interval data," European Journal of Operational Research, Elsevier, vol. 161(3), pages 771-779, March.
    4. ,, 2000. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 16(2), pages 287-299, April.
    5. Marek Libura & Yury Nikulin, 2006. "Stability and accuracy functions in multicriteria linear combinatorial optimization problems," Annals of Operations Research, Springer, vol. 147(1), pages 255-267, October.
    6. Zielinski, Pawel, 2004. "The computational complexity of the relative robust shortest path problem with interval data," European Journal of Operational Research, Elsevier, vol. 158(3), pages 570-576, November.
    7. Kasperski, Adam & Zielinski, Pawel, 2010. "Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights," European Journal of Operational Research, Elsevier, vol. 200(3), pages 680-687, February.
    8. John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios, 1995. "Robust Optimization of Large-Scale Systems," Operations Research, INFORMS, vol. 43(2), pages 264-281, April.
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