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

DOI10.1287/ijoc.2020.0978OpenAlexW3089527954MaRDI QIDQ4995096

Cristina Requejo, Erick Delage, Filipe Rodrigues, Agostinho Agra

Publication date: 23 June 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10773/31601

zbMATH Keywords

Lagrangian relaxationrobust optimizationlot sizingdemand uncertaintyaffine approximationbudgeted uncertainty polytope

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items (3)

Berth and quay crane allocation and scheduling problem with renewable energy uncertainty: a robust exact decomposition ⋮ A robust model for the lot-sizing problem with uncertain demands ⋮ Robust optimization for lot-sizing problems under yield uncertainty

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