Branch-and-cut algorithm for multiband robust discrete optimization problems
摘要
In this paper, we study the branch-and-cut method for multiband robust optimization problems. We assume that cardinality parameters are not restricted to be integers. We propose two types of valid inequalities for the multiband robust knapsack problem using submodularity, polymatroid inequalities and polymatroid cover inequalities. The computational results conducted on the (multidimensional) multiband robust knapsack problems demonstrate the effectiveness of the proposed valid inequalities.