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| ロバスト整数計画× | 整数計画法× | |
|---|---|---|
| 分野≠ | シミュレーション | 最適化 |
| 系統 | Process / pipeline | Process / pipeline |
| 提唱年≠ | 2003 | 1958 |
| 提唱者≠ | Bertsimas, D. and Sim, M. | Ralph Gomory (cutting planes, 1958); land-and-doig branch-and-bound (1960) |
| 種類≠ | Deterministic robust optimization with integer variables | Mathematical optimisation — exact combinatorial method |
| 原典≠ | Bertsimas, D., Sim, M. (2003). Robust discrete optimization and network flows. Mathematical Programming, 98(1-3), 49-71. DOI ↗ | Wolsey, L.A. (1998). Integer Programming. Wiley. ISBN: 9780471283669 |
| 別名≠ | RIP, Robust IP, Robust Combinatorial Optimization, Integer Robust Optimization | IP, MIP, mixed-integer programming, mixed-integer linear programming |
| 関連≠ | 6 | 4 |
| 概要≠ | Robust Integer Programming (RIP) finds integer or binary solutions that remain feasible and near-optimal across all scenarios in a prescribed uncertainty set. Rather than assuming exact knowledge of data, RIP hedges against the worst-case realization of uncertain costs or constraint coefficients, delivering decisions that are guaranteed to perform well even when inputs deviate from their nominal values. | Integer programming (IP), also called mixed-integer programming (MIP) when only some variables are restricted to whole numbers, is a branch of mathematical optimisation in which some or all decision variables must take integer or binary values. Building on linear programming, it was formalised through Ralph Gomory's cutting-plane method (1958) and the Land-and-Doig branch-and-bound algorithm (1960), and it has since become the standard exact framework for scheduling, assignment, routing, and resource-allocation problems. |
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