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A cooperative local search-based algorithm for the Multiple-Scenario Max-Min Knapsack Problem

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  • Abdelkader Sbihi

    (Audencia Business School)

Abstract

The purpose of this article is to present a novel method to approximately solve the Multiple-Scenario Max-Min Knapsack Problem (MSM2KP). This problem models many real world situations, e.g. when for many scenarios noted $\pi \in \mathcal P=\{1,\ldots,P\}$, the aim is to identify the one offering a better alternative in term of maximizing the worst possible outcome. Herein is presented a cooperative approach based on two local search algorithms: (i) a limited-area local search applied in the elite neighborhood and which accepts the first solution with some deterioration threshold of the current solution, (ii) a wide range local search is applied to perform a sequence of paths exchange to improve the current solution. Results have been analyzed by means state-of-the art methods and via problem instances obtained by a generator code taken from the literature. The tests were executed in compeltely comparable scenarios to those of the literature. The results are promising and the efficiency of the proposed approach is also shown.

Suggested Citation

  • Abdelkader Sbihi, 2009. "A cooperative local search-based algorithm for the Multiple-Scenario Max-Min Knapsack Problem," Post-Print hal-00644088, HAL.
    • Handle: RePEc:hal:journl:hal-00644088
    DOI: 10.1016/j.ejor.2009.05.033
    Note: View the original document on HAL open archive server: https://hal.science/hal-00644088v1
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    2. Fabrice Talla Nobibon & Roel Leus, 2014. "Complexity Results and Exact Algorithms for Robust Knapsack Problems," Journal of Optimization Theory and Applications, Springer, vol. 161(2), pages 533-552, May.
    3. Schäfer, Luca E. & Dietz, Tobias & Barbati, Maria & Figueira, José Rui & Greco, Salvatore & Ruzika, Stefan, 2021. "The binary knapsack problem with qualitative levels," European Journal of Operational Research, Elsevier, vol. 289(2), pages 508-514.
    4. García-Martínez, C. & Rodriguez, F.J. & Lozano, M., 2014. "Tabu-enhanced iterated greedy algorithm: A case study in the quadratic multiple knapsack problem," European Journal of Operational Research, Elsevier, vol. 232(3), pages 454-463.
    5. Goerigk, Marc & Khosravi, Mohammad, 2023. "Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective," European Journal of Operational Research, Elsevier, vol. 310(2), pages 529-551.

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