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