Lagrangian duality for robust problems with decomposable functions: the case of a robust inventory problem
We consider a class of min-max robust problems in which the functions that need to be “robustified” can be decomposed as the sum of arbitrary functions. This class of problems includes many practical problems, such as the lot-sizing problem under demand uncertainty. By considering a Lagrangian relax...
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| Other Authors: | , , |
| Format: | article |
| Language: | eng |
| Published: |
2021
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10773/31601 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/31601 |