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A robust approach to the chance-constrained knapsack problem

Olivier Klopfenstein - No affiliation found

2008/09/01 Short communication DOI: 10.1016/j.orl.2008.03.006 Journal: Operations Research Letters

Abstract:

AbstractIn this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on robust optimization, a tractable combinatorial algorithm is proposed to solve approximately CKP. For two specific classes of uncertain knapsack problems, it is proved to solve CKP at optimality.