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학술논문한국경영과학회지2022.05 발행

k-부분보형 부등식과 불확실성을 고려한 이산최적화 문제

k-Submodular Inequalities and Robust Discrete Optimization

정슬기(전남대학교)

47권 2호, 25~34쪽

초록

We define k-submodular inequalities using the definition of the k-submodular set function. These inequalities can be applied to discrete robust optimization problems with mutually exclusive constraints. We define k-submodular polyhedron associated with the k-submodular function. Also we propose a polynomial-time separation algorithm for the most violated k-submodular inequality. The computational results show the effectiveness of the proposed inequalities when solving a robust discrete optimization problem by the branch-and-cut method.

Abstract

We define k-submodular inequalities using the definition of the k-submodular set function. These inequalities can be applied to discrete robust optimization problems with mutually exclusive constraints. We define k-submodular polyhedron associated with the k-submodular function. Also we propose a polynomial-time separation algorithm for the most violated k-submodular inequality. The computational results show the effectiveness of the proposed inequalities when solving a robust discrete optimization problem by the branch-and-cut method.

발행기관:
한국경영과학회
분류:
경영학

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k-부분보형 부등식과 불확실성을 고려한 이산최적화 문제 | 한국경영과학회지 2022 | AskLaw | 애스크로 AI