The Minmax Multidimensional Knapsack Problem with Application to a Chance-Constrained Problem
Abstract
In this paper we present a new combinatorial problem, called minmax multidimensional knapsack problem (MKP), motivated by a military logistics problem. The logistics problem is a two-period, two-level, chance-constrained problem with recourse. We show that the MKP is NP-hard and develop a practically efficient combinatorial algorithm for solving it. We also show that under some reasonable assumptions regarding the operational setting of the logistics problem, the chance-constrained optimization problem is decomposable into a series of MKPs that are solved separately.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 17, 2007
- Accession Number
- ADA487134
Entities
People
- Maria Polukarov
- Michal Penn
- Moshe Kress
Organizations
- Naval Postgraduate School