Article ISI
4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH  (2013)

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

Alvarez-Miranda, Eduardo; Ljubic, Ivana; Toth, Paolo

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.

Más información

Título según WOS: ID WOS:000327822900003 Not found in local WOS DB
Título de la Revista: 4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH
Volumen: 11
Número: 4
Editorial: SPRINGER HEIDELBERG
Fecha de publicación: 2013
Página de inicio: 349
Página final: 360
DOI:

10.1007/s10288-013-0231-6
Notas: ISI