Robust knapsack problem appears when dealing with data uncertainty on the knapsack constraint. This note presents a generalization of the cover inequality for the problem with its lifting procedure. Specifically, we show that the lifting can be done i...
Robust knapsack problem appears when dealing with data uncertainty on the knapsack constraint. This note presents a generalization of the cover inequality for the problem with its lifting procedure. Specifically, we show that the lifting can be done in a polynomial time as in the usual knapsack problem. The results can serve as a building block in devising an efficient branch-and-cut algorithm for the general robust (0,1) IP problem.