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.
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Bertsimas D, Sim M (2003) Robust discrete optimization and network flows. Math Program B98:49–71
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.
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Álvarez-Miranda, E., Ljubić, I. & Toth, P. A note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems. 4OR-Q J Oper Res 11, 349–360 (2013). https://doi.org/10.1007/s10288-013-0231-6