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Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem - MaRDI portal

Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem (Q4995096)

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scientific article; zbMATH DE number 7362341
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Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
scientific article; zbMATH DE number 7362341

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    Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem (English)
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    23 June 2021
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    Lagrangian relaxation
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    robust optimization
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    lot sizing
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    demand uncertainty
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    affine approximation
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    budgeted uncertainty polytope
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