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A robust optimization solution to bottleneck generalized assignment problem under uncertainty

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  • Yelin Fu
  • Jianshan Sun
  • K. Lai
  • John Leung

Abstract

We consider two versions of bottleneck (or min–max) generalized assignment problem (BGAP) under capacity uncertainty: Task–BGAP and Agent–BGAP. A robust optimization approach is employed to study this issue. The decision maker’s degree of risk aversion and the penalty weighting parameter are incorporated into the objective function. A state-of-the-art linearization method is introduced to deal with the mathematical model and find the solution scheme. Two penalties of weighting parameters that realize the trade-off between solution robustness and model robustness are obtained. Illustrative examples are presented with managerial implications highlighted for decision-making considerations. Copyright Springer Science+Business Media New York 2015

Suggested Citation

  • Yelin Fu & Jianshan Sun & K. Lai & John Leung, 2015. "A robust optimization solution to bottleneck generalized assignment problem under uncertainty," Annals of Operations Research, Springer, vol. 233(1), pages 123-133, October.
    • Handle: RePEc:spr:annopr:v:233:y:2015:i:1:p:123-133:10.1007/s10479-014-1631-5
    DOI: 10.1007/s10479-014-1631-5
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    References listed on IDEAS

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    Cited by:

    1. Zhou, Li & Yang, Xin & Wang, Huan & Wu, Jianjun & Chen, Lei & Yin, Haodong & Qu, Yunchao, 2020. "A robust train timetable optimization approach for reducing the number of waiting passengers in metro systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
    2. Peng Lin & Leidi Shen & Zhiheng Zhao & George Q. Huang, 2019. "Graduation manufacturing system: synchronization with IoT-enabled smart tickets," Journal of Intelligent Manufacturing, Springer, vol. 30(8), pages 2885-2900, December.
    3. Michael, Elad & Wood, Tony A. & Manzie, Chris & Shames, Iman, 2022. "Sensitivity analysis for bottleneck assignment problems," European Journal of Operational Research, Elsevier, vol. 303(1), pages 159-167.

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