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. 2021 Mar 20;304(1):339–352. doi: 10.1016/j.ejor.2021.03.030
Procedure 2.1:
Step 0: S=0
Step 1: Identify Ω for which problem (2) is feasible and optimum such that ΩS, or else go to step 4.
Step 2: If objective function (Problem (2))>(1α) then S=S+{Ω},S=S{Ω}, or else go to step 4.
Step 3: Go to step 1.
Step 4: Stop.