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Simulated annealing algorithm for the robust spanning tree problem

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  • Nikulin, Yury

Abstract

This paper addresses the robust spanning tree problem with interval data, i.e. the case of classical minimum spanning tree problem when edge weights are not fixed but take their values from some intervals associated with edges. The problem consists in finding a spanning tree that minimizes so-called robust deviation, i.e. deviation from an optimal solution under the worst case realization of interval weights. As it was proven in [8], the problem is NP-hard, therefore it is of great interest to tackle it with some metaheuristic approach, namely simulated annealing, in order to calculate an approximate solution for large scale instances efficiently. We describe theoretical aspects and present the results of computational experiments. To the best of our knowledge, this is the first attempt to develop a metaheuristic approach for solving the robust spanning tree problem.

Suggested Citation

  • Nikulin, Yury, 2005. "Simulated annealing algorithm for the robust spanning tree problem," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 591, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    • Handle: RePEc:zbw:cauman:591
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    References listed on IDEAS

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    1. ,, 2000. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 16(2), pages 287-299, April.
    2. Montemanni, R. & Gambardella, L. M., 2005. "A branch and bound algorithm for the robust spanning tree problem with interval data," European Journal of Operational Research, Elsevier, vol. 161(3), pages 771-779, March.
    3. Nikulin, Yury V., 2004. "Robustness in combinatorial optimization and scheduling theory: An annotated bibliography," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 583, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    4. John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios, 1995. "Robust Optimization of Large-Scale Systems," Operations Research, INFORMS, vol. 43(2), pages 264-281, April.
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    Cited by:

    1. Nikulin, Yury, 2005. "Solving the robust shortest path problem with interval data using a probabilistic metaheuristic approach," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 597, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    2. Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre (Ed.), 2006. "Jahresbericht 2005," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 603, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.

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