Management Science and Financial Engineering

The Korean Operations Research and Management Science Society (한국경영과학회)
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Cover Inequalities for the Robust Knapsack Problem

  • Published : 2008.05.31
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Abstract

Robust knapsack problem appears when dealing with data uncertainty on the knapsack constraint. This note presents a generalization of the cover inequality for the problem with its lifting procedure. Specifically, we show that the lifting can be done in a polynomial time as in the usual knapsack problem. The results can serve as a building block in devising an efficient branch-and-cut algorithm for the general robust (0, 1) IP problem.

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References

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