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Algorithms the min-max regret 0-1 Integer Linear Programming Problem with Interval Data (1908.05082v1)
Published 14 Aug 2019 in cs.DS and math.OC
Abstract: We address the Interval Data Min-Max Regret 0-1 Integer Linear Programming problem (MMR-ILP), a variant of the 0-1 Integer Linear Programming problem where the objective function coefficients are uncertain. We solve MMR-ILP using a Benders-like Decomposition Algorithm and two metaheuristics for min-max regret problems with interval data. Computational experiments developed on variations of MIPLIB instances show that the heuristics obtain good results in a reasonable computational time when compared to the Benders-like Decomposition algorithm.