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Formulations and algorithms for the recoverable $${\varGamma }$$ Γ -robust knapsack problem

Author

Listed:
  • Christina Büsing

    (RWTH Aachen University)

  • Sebastian Goderbauer

    (RWTH Aachen University)

  • Arie M. C. A. Koster

    (RWTH Aachen University)

  • Manuel Kutschka

    (RWTH Aachen University)

Abstract

One of the most frequently occurring substructures in integer linear programs (ILPs) is the knapsack constraint. In this paper, we study ways to deal with uncertainty in the coefficients of such constraints. We combine the budget uncertainty set of Bertsimas and Sim (Math Program Ser B 98:49–71, 2003; Oper Res 52(1):35–53, 2004) with a recovery action, i.e., in order to restore feasibility up to k items may be removed when the actual coefficients are known. We present three different approaches to formulate this recoverable robust knapsack (rrKP) as ILP, including a novel compact reformulation of quadratic size. The other two formulations have exponentially many variables and/or constraints. To keep the ILPs small in practice, we develop separation algorithms, not only for the exponential formulations, but also for the compact reformulation. An experimental comparison of six different approaches to solve the rrKP on a carefully designed set of benchmark instances reveals that a lazy constraint-and-variables approach for the compact reformulation outperforms other alternatives.

Suggested Citation

  • Christina Büsing & Sebastian Goderbauer & Arie M. C. A. Koster & Manuel Kutschka, 2019. "Formulations and algorithms for the recoverable $${\varGamma }$$ Γ -robust knapsack problem," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 7(1), pages 15-45, March.
  • Handle: RePEc:spr:eurjco:v:7:y:2019:i:1:d:10.1007_s13675-018-0107-9
    DOI: 10.1007/s13675-018-0107-9
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    References listed on IDEAS

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    1. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    2. Eduardo Álvarez-Miranda & Ivana Ljubić & S. Raghavan & Paolo Toth, 2015. "The Recoverable Robust Two-Level Network Design Problem," INFORMS Journal on Computing, INFORMS, vol. 27(1), pages 1-19, February.
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    5. Richard Bellman, 1956. "Notes on the theory of dynamic programming IV ‐ Maximization over discrete sets," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 3(1‐2), pages 67-70, March.
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