Fix-and-optimize metaheuristics for minmax regret binary integer programming problems under interval uncertainty

Abstract

The Binary Integer Programming problem (BIP) is a mathematical optimization problem, with linear objective function and constraints, on which the domain of all variables is {0,1}. In BIP, every variable is associated with a determined cost coefficient. The Minmax regret Binary Integer Programming problem under interval uncertainty (M-BIP) is a generalization of BIP in which the cost coefficient associated to the variables is not known in advance, but are assumed to be bounded by an interval. The objective of M-BIP is to find a solution that possesses the minimum maximum regret among all possible solutions for the problem. In this paper, we show that the decision version of M-BIP is Σ p 2 -complete. Furthermore, we tackle M-BIP by both exact and heuristic algorithms. We extend three exact algorithms from the literature to M-BIP and propose two fix-and-optimize heuristic algorithms. Computational experiments, performed on the Minmax regret Weighted Set Covering problem under Interval Uncertainties (MWSCP) as a test case, indicates that one of the exact algorithms outperforms the others. Furthermore, it shows that the proposed fix-andoptimize heuristics, that can be easily employed to solve any minmax regret optimization problem under interval uncertainty, are competitive with ad-hoc algorithms for the M-WSCP.