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

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. Link to the article

ALVAREZ-MIRANDA, E., LJUBIC, I. and TOTH, P. (2013). A note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems. 4OR: A Quarterly Journal of Operations Research, 11(4), pp. 349-360.