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Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems - MaRDI portal

Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems (Q5740224)

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scientific article; zbMATH DE number 6606041
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Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
scientific article; zbMATH DE number 6606041

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    Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems (English)
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    25 July 2016
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    robust optimization
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    piecewise linear
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    linear programming relaxation
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    semidefinite program
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    tractable approximations
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    newsvendor problem
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    inventory problem
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