We improve the well-known result presented in Bertsimas and Sim (Math Program B98:49-71, 2003) regarding the computation of optimal solutions of Robust Combinatorial Optimization problems with interval uncertainty in the objective function coefficients. We also extend this improvement to a more general class of Combinatorial Optimization problems with interval uncertainty.
Eduardo Álvarez-Miranda, Ivana Ljubić, Paolo Toth (2013). A note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems. 4OR, 11, 349-360 [10.1007/s10288-013-0231-6].
A note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems
TOTH, PAOLO
2013
Abstract
We improve the well-known result presented in Bertsimas and Sim (Math Program B98:49-71, 2003) regarding the computation of optimal solutions of Robust Combinatorial Optimization problems with interval uncertainty in the objective function coefficients. We also extend this improvement to a more general class of Combinatorial Optimization problems with interval uncertainty.File in questo prodotto:
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