A Robust Formulation of the Uncertain Set Covering Problem

This work introduces a robust formulation of the uncertain set covering problem combining the concepts of robust and probabilistic optimization and defines ’Γ-robust α-covers’. It is shown that the proposed robust uncertain set covering problem can be stated as a compact mixed-integer linear programming model which can be solved with modern computer software. This model is a natural extension of the classical set covering problem in order to cope with uncertainty in covering constraints. Keywords—Set covering problem, Robust optimization, Robust uncertain set covering problem.