Bettiol, Enrico; Buchheim, Christoph; De Santis, Marianna; … - In: Journal of Global Optimization 88 (2023) 1, pp. 27-51
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of uncertainty sets such as polytopes or ellipsoids. Concerning...