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

DOI10.1287/opre.2016.1483zbMath1342.90222OpenAlexW2311001255MaRDI QIDQ5740224

Erick Delage, Amir Ardestani-Jaafari

Publication date: 25 July 2016

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b2a65fc146ef5c097c63203758d27bbd4cdfec85

zbMATH Keywords

robust optimizationlinear programming relaxationnewsvendor problempiecewise linearsemidefinite programinventory problemtractable approximations

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Inventory, storage, reservoirs (90B05)

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Uses Software

• COL

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