A branch-and-price algorithm for the robust single-source capacitated facility location problem under demand uncertainty

We consider the robust single-source capacitated facility location problem with uncertainty in customer demands. A cardinality-constrained set is assumed for problem. To solve it efficiently, we propose an allocation-based formulation derived by Dantzig–Wolfe decomposition and a branch-and-price algorithm. The computational experiments show that our algorithm outperforms CPLEX many cases, which solves ordinary reformulation. also examine trade-off relationship between empirical probability of infeasibility additional costs incurred observe robustness solutions can be improved significantly small costs.