On tested MIPLIB-derived instances, the simple Mean Upper heuristic is as accurate as the Scenario-Based Algorithm but about ten times faster, making it the preferred choice for interval-data 0-1 integer programming.
An approximation a lgorithm for interval data minmax regret combinatorial optimization problems
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Algorithms the min-max regret 0-1 Integer Linear Programming Problem with Interval Data
On tested MIPLIB-derived instances, the simple Mean Upper heuristic is as accurate as the Scenario-Based Algorithm but about ten times faster, making it the preferred choice for interval-data 0-1 integer programming.