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4OR

, Volume 11, Issue 4, pp 349–360 | Cite as

A note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems

  • Eduardo Álvarez-Miranda
  • Ivana LjubićEmail author
  • Paolo Toth
Research paper

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.

Keywords

Robust combinatorial optimization problems Bertsimas & Sim algorithm 

Mathematics Subject Classification

90C11 90C27 

Notes

Acknowledgments

I. Ljubić is supported by the APART Fellowship of the Austrian Academy of Sciences. This support is greatly acknowledged. E. Álvarez-Miranda thanks the Institute of Advanced Studies of the Università di Bologna from where he is a PhD Fellow.

References

  1. Bertsimas D, Sim M (2003) Robust discrete optimization and network flows. Math Program B98:49–71CrossRefGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Eduardo Álvarez-Miranda
    • 1
  • Ivana Ljubić
    • 2
    Email author
  • Paolo Toth
    • 1
  1. 1.DEIUniversità di BolognaBolognaItaly
  2. 2.Department of Statistics and Operations Research, Faculty of Business, Economics, and StatisticsUniversity of ViennaViennaAustria

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