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A Probabilistic Feasibility and Value Analysis of the Generalized Assignment Problem

Author

Listed:
  • H. Edwin Romeijn

    (University of Florida)

  • Nanda Piersma

    (Erasmus University Rotterdam)

Abstract

We study the generalized assignment problem, under a probabilistic model for its cost and requirement parameters. First we address the issue of feasibility by deriving a tight condition on the probabilistic model that ensures that the corresponding problem instances are feasible with probability one as the number of jobs goes to infinity. Then, under an additional condition on the parameters, we show that the optimal solution value, normalized by dividing by the number of jobs, converges with probability one to a constant, again as the number of jobs goes to infinity. Finally, we discuss various examples.

Suggested Citation

  • H. Edwin Romeijn & Nanda Piersma, 2000. "A Probabilistic Feasibility and Value Analysis of the Generalized Assignment Problem," Journal of Combinatorial Optimization, Springer, vol. 4(3), pages 325-355, September.
  • Handle: RePEc:spr:jcomop:v:4:y:2000:i:3:d:10.1023_a:1009874227903
    DOI: 10.1023/A:1009874227903
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    Cited by:

    1. Richard Freling & H. Edwin Romeijn & Dolores Romero Morales & Albert P. M. Wagelmans, 2003. "A Branch-and-Price Algorithm for the Multiperiod Single-Sourcing Problem," Operations Research, INFORMS, vol. 51(6), pages 922-939, December.
    2. H. Edwin Romeijn & Dolores Romero Morales, 2003. "An asymptotically optimal greedy heuristic for the multiperiod singleā€sourcing problem: The cyclic case," Naval Research Logistics (NRL), John Wiley & Sons, vol. 50(5), pages 412-437, August.
    3. H. Edwin Romeijn & Dolores Romero Morales, 2001. "Generating Experimental Data for the Generalized Assignment Problem," Operations Research, INFORMS, vol. 49(6), pages 866-878, December.

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