Management Science and Financial Engineering

The Korean Operations Research and Management Science Society (한국경영과학회)
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A Note on Robust Combinatorial Optimization Problem

  • Park, Kyung-Chul (Department of Systems Management Engineering, Sungkyunkwan University) ;
  • Lee, Kyung-Sik (School of Industrial & Management Engineering, Hankuk University of Foreign Studies)
  • Published : 2007.05.31
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Abstract

In [1], robust combinatorial optimization problem is introduced, where a positive integer $\Gamma$ is used to control the degree of robustness. The proposed algorithm needs solutions of n+1 nominal problems. In this paper, we show that the number of problems needed reduces to $n+1-\Gamma$.

Keywords

References

  1. Bertsimas, D. and M. Sim, 'Robust discrete optimization and network flows,' Mathematical Programming Ser. B 98 (2003), 49-71 https://doi.org/10.1007/s10107-003-0396-4
  2. Bertsimas, D. and M. Sim, 'The price of robustness,' Operations Research 51 (2004), 35-53
  3. Bertsimas, D. and R. Weismantel, Optimization over Integers, Dynamic Ideas, Belmont, 2005