Abstract
We propose a new sequential lifting algorithm for robust cover inequalities by extending a recent lifting procedure for the deterministic case. In the proposed algorithm, the coefficients of some items in the robust cover are also lifted. The lifting subproblem is defined as a special case of the robust knapsack problem with generalized upper bounds. We present a dynamic programming algorithm to solve the subproblem in polynomial time. The computational results applied to the robust bandwidth packing problem show the effectiveness of the proposed lifting approach.
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Acknowledgements
This study was financially supported by the National Research Foundation of Korea(NRF) grant funded by the Korea government(MSIT) (No. 2021R1G1A1003653).
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Joung, S. A new sequential lifting of robust cover inequalities. Optim Lett 18, 925–941 (2024). https://doi.org/10.1007/s11590-023-02027-3
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DOI: https://doi.org/10.1007/s11590-023-02027-3