Short Paper - A Note on Robust Combinatorial Optimization with Generalized Interval Uncertainty
Open Journal of Mathematical Optimization, Tome 4 (2023), article no. 4, 7 p.

In this paper, we consider a robust combinatorial optimization problem with uncertain weights and propose an uncertainty set that generalizes interval uncertainty by imposing lower and upper bounds on deviations of subsets of items. We prove that if the number of such subsets is fixed and the family of these subsets is laminar, then the robust combinatorial optimization problem can be solved by solving a fixed number of nominal problems. This result generalizes a previous similar result for the case where the family of these subsets is a partition of the set of items.

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DOI : 10.5802/ojmo.23
Keywords: robust combinatorial optimization, interval uncertainty, budgeted uncertainty, complexity

Yaman, Hande 1

1 ORSTAT, Faculty of Economics and Business KU Leuven, 3000 Leuven, Belgium
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits
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Yaman, Hande. Short Paper - A Note on Robust Combinatorial Optimization with Generalized Interval Uncertainty. Open Journal of Mathematical Optimization, Tome 4 (2023), article  no. 4, 7 p.. doi: 10.5802/ojmo.23

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