| Article ID: | iaor201463 |
| Volume: | 11 |
| Issue: | 4 |
| Start Page Number: | 349 |
| End Page Number: | 360 |
| Publication Date: | Dec 2013 |
| Journal: | 4OR |
| Authors: | Toth Paolo, Ljubic Ivana, lvarez-Miranda Eduardo |
| Keywords: | robust optimization |
We improve the well‐known result presented in Bertsimas and Sim (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.