Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
From MaRDI portal
Publication:4995096
DOI10.1287/ijoc.2020.0978MaRDI 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
Lagrangian relaxation; robust optimization; lot sizing; demand uncertainty; affine approximation; budgeted uncertainty polytope
90Cxx: Mathematical programming
Related Items
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
Cites Work
- Unnamed Item
- Unnamed Item
- Primal and dual linear decision rules in stochastic and robust optimization
- On the power and limitations of affine policies in two-stage adaptive optimization
- Computing robust basestock levels
- Robust solutions of uncertain linear programs
- Local branching
- Robust discrete optimization and network flows
- Adjustable robust solutions of uncertain linear programs
- Piecewise static policies for two-stage adjustable robust linear optimization
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- A MIP based local search heuristic for a stochastic maritime inventory routing problem
- A survey of adjustable robust optimization
- Robust counterparts of inequalities containing sums of maxima of linear functions
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Deriving robust counterparts of nonlinear uncertain inequalities
- A Dynamic Programming Approach for a Class of Robust Optimization Problems
- Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds
- Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
- Theory and Applications of Robust Optimization
- A Robust Optimization Approach to Inventory Theory
- The Price of Robustness
- Robust Solutions to Least-Squares Problems with Uncertain Data
- An adjustable sample average approximation algorithm for the stochastic production‐inventory‐routing problem
- A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study
- Adjustable Robust Optimization via Fourier–Motzkin Elimination
- A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization
- Supermodularity and Affine Policies in Dynamic Robust Optimization
- Production Planning by Mixed Integer Programming
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems