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

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scientific article; zbMATH DE number 7362341

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

Statements

instance of

scholarly article

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title

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

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INFORMS Journal on Computing

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publication date

23 June 2021

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full work available at URL

http://hdl.handle.net/10773/31601

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zbMATH Keywords

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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MaRDI profile type

MaRDI publication profile

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cites work

An adjustable sample average approximation algorithm for the stochastic production‐inventory‐routing problem

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A MIP based local search heuristic for a stochastic maritime inventory routing problem

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A Dynamic Programming Approach for a Class of Robust Optimization Problems

0 references

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

0 references

Robust solutions of uncertain linear programs

0 references

Q3182207

0 references

Deriving robust counterparts of nonlinear uncertain inequalities

0 references

Adjustable robust solutions of uncertain linear programs

0 references

Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds

0 references

On the power and limitations of affine policies in two-stage adaptive optimization

0 references

Robust discrete optimization and network flows

0 references

The Price of Robustness

0 references

A Robust Optimization Approach to Inventory Theory

0 references

Theory and Applications of Robust Optimization

0 references

Computing robust basestock levels

0 references

Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts

0 references

A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study

0 references

Robust Solutions to Least-Squares Problems with Uncertain Data

0 references

Piecewise static policies for two-stage adjustable robust linear optimization

0 references

Local branching

0 references

A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization

0 references

Robust counterparts of inequalities containing sums of maxima of linear functions

0 references

Supermodularity and Affine Policies in Dynamic Robust Optimization

0 references

Primal and dual linear decision rules in stochastic and robust optimization

0 references

When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?

0 references

Production Planning by Mixed Integer Programming

0 references

Q2776650

0 references

Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

0 references

A survey of adjustable robust optimization

0 references

Solving two-stage robust optimization problems using a column-and-constraint generation method

0 references

Adjustable Robust Optimization via Fourier–Motzkin Elimination

0 references

Identifiers

DOI

10.1287/ijoc.2020.0978

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4995096

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+An adjustable sample average approximation algorithm for the stochastic production‐inventory‐routing problem
+Normal rank
@@ Property / cites work @@
+A MIP based local search heuristic for a stochastic maritime inventory routing problem
+Normal rank
@@ Property / cites work @@
+A Dynamic Programming Approach for a Class of Robust Optimization Problems
+Normal rank
@@ Property / cites work @@
+Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
+Normal rank
@@ Property / cites work @@
+Robust solutions of uncertain linear programs
@@ Property / cites work: Robust solutions of uncertain linear programs / rank @@
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Deriving robust counterparts of nonlinear uncertain inequalities
+Normal rank
@@ Property / cites work @@
+Adjustable robust solutions of uncertain linear programs
+Normal rank
@@ Property / cites work @@
+Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds
+Normal rank
@@ Property / cites work @@
+On the power and limitations of affine policies in two-stage adaptive optimization
+Normal rank
@@ Property / cites work @@
+Robust discrete optimization and network flows
@@ Property / cites work: Robust discrete optimization and network flows / rank @@
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+A Robust Optimization Approach to Inventory Theory
+Normal rank
@@ Property / cites work @@
+Theory and Applications of Robust Optimization
@@ Property / cites work: Theory and Applications of Robust Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Computing robust basestock levels
@@ Property / cites work: Computing robust basestock levels / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
+Normal rank
@@ Property / cites work @@
+A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study
+Normal rank
@@ Property / cites work @@
+Robust Solutions to Least-Squares Problems with Uncertain Data
+Normal rank
@@ Property / cites work @@
+Piecewise static policies for two-stage adjustable robust linear optimization
+Normal rank
@@ Property / cites work @@
+Local branching
@@ Property / cites work: Local branching / rank @@
+Normal rank
@@ Property / cites work @@
+A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization
+Normal rank
@@ Property / cites work @@
+Robust counterparts of inequalities containing sums of maxima of linear functions
+Normal rank
@@ Property / cites work @@
+Supermodularity and Affine Policies in Dynamic Robust Optimization
+Normal rank
@@ Property / cites work @@
+Primal and dual linear decision rules in stochastic and robust optimization
+Normal rank
@@ Property / cites work @@
+When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
+Normal rank
@@ Property / cites work @@
+Production Planning by Mixed Integer Programming
@@ Property / cites work: Production Planning by Mixed Integer Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q2776650
@@ Property / cites work: Q2776650 / rank @@
+Normal rank
@@ Property / cites work @@
+Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
+Normal rank
@@ Property / cites work @@
+A survey of adjustable robust optimization
@@ Property / cites work: A survey of adjustable robust optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Solving two-stage robust optimization problems using a column-and-constraint generation method
+Normal rank
@@ Property / cites work @@
+Adjustable Robust Optimization via Fourier–Motzkin Elimination
+Normal rank