Evolutionary algorithms for the chance-constrained knapsack problem

Files

hdl_126043.pdf (299.19 KB)
  (Accepted version)

Date

2019

Authors

Xie, Y.
Harper, O.
Assimi, H.
Neumann, A.
Neumann, F.

Editors

Auger, A.
Stützle, T.

Advisors

Journal Title

Journal ISSN

Volume Title

Type:

Conference paper

Citation

Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2019, Prague, Czech Republic, July 13-17, 2019, 2019 / Auger, A., Stützle, T. (ed./s), vol.abs/1902.04767, pp.338-346

Statement of Responsibility

Xue Xie, Oscar Harper, Hirad Assimi, Aneta Neumann, Frank Neumann

Conference Name

GECCO '19: Genetic and Evolutionary Computation Conference (13 Jul 2019 - 17 Jul 2019 : Prague Czech Republic)

Abstract

Evolutionary algorithms have been widely used for a range of stochastic optimization problems. In most studies, the goal is to optimize the expected quality of the solution. Motivated by real-world problems where constraint violations have extremely disruptive effects, we consider a variant of the knapsack problem where the profit is maximized under the constraint that the knapsack capacity bound is violated with a small probability of at most α. This problem is known as chance-constrained knapsack problem and chance-constrained optimization problems have so far gained little attention in the evolutionary computation literature. We show how to use popular deviation inequalities such as Chebyshev's inequality and Chernoff bounds as part of the solution evaluation when tackling these problems by evolutionary algorithms and compare the effectiveness of our algorithms on a wide range of chance-constrained knapsack instances.

School/Discipline

Dissertation Note

Provenance

Description

Access Status

Rights

© 2019 Copyright held by the owner/author(s). Publication rights licensed to the Association for Computing Machinery.

License

Call number

Persistent link to this record