On Computation Methods for a Minimax Regret Solution Based on Outer Approximation and Cutting Hyperplanes

Inuiguchi, Masahiro; Tanino, Tetsuzo

International Journal of Fuzzy Systems, 2001, 3(4), 548-557

アクセス数:172件（2025-06-12 18:31 集計）

固定URL: https://hdl.handle.net/11094/67791

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タイトル
On Computation Methods for a Minimax Regret Solution Based on Outer Approximation and Cutting Hyperplanes
著者
NRID
1000060193570 1000060193570
researchmap permalink
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Scopus Author ID
7004106068 7004106068
著者名
Inuiguchi, Masahiro
著者名
Tanino, Tetsuzo
キーワード等
Minimax Regret Solution
Linear Programming
Uncertainty
Outer Approximation
Cutting Hyperplane
抄録
In this paper, we discuss computation methods for minimax regret solutions to linear programming problems whose objective coefficient vectors are not known exactly but guaranteed to lie in polytopes. A solution algorithm for a minimax regret problem has been proposed based on the relaxation procedure.However, in the algorithm, we should solve non-concave sub-problems sequentially. To the non-concave sub-problem, many approaches including two phase and two-level programming approaches have been proposed. As new approaches, we discuss applications of an outer approximation method and a cutting plane method to the sub-problem. Moreover, a combination of the outer approximation and cutting hyperplane methods is proposed. We compare the computational efficiency of the solution algorithms by a numerical experiment. The results show that the outer approximation method and its combination with the cutting hyperplane method are the most efficient.
出版者
Taiwan Fuzzy Systems Association
収録物名
International Journal of Fuzzy Systems
巻(号)
3(4)
ページ
548-557
刊行年月
2001
言語
英語
ハンドルURL
https://hdl.handle.net/11094/67791
PISSN
15622479
アクセス権
open access
出版タイプ
Accepted Manuscript
カテゴリ
学術雑誌論文 Journal Article