Valid inequalities for a robust knapsack polyhedron - Application to the robust bandwidth packing problem
نویسندگان
چکیده
Knapsack cover inequalities are among the most frequently used cuts for solving 0-1 linear programs. In this paper, we propose adaptations of these classical valid inequalities to the case when knapsack items have uncertain weights. For modeling uncertainty, we focus on the robust framework proposed by Bertsimas and Sim (2003). Then, a robust version of the bandwidth packing problem is considered, when traffic demands in a network are subject to incertainty. Numerical experiments show the dramatic improvement brought by using the proposed cover inequalities when solving this problem.
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