Polynomial time algorithms for minimax regret robust uncapacitated lot sizing models

Li, Dai and Romero-Morales, Dolores (2013) Polynomial time algorithms for minimax regret robust uncapacitated lot sizing models. University of Oxford.

Full text not available from this repository.

Abstract

We study the Minimax Regret Uncapacitated Lot Sizing (MRULS) model, where the production cost function and the demand are subject to uncertainty. We propose a polynomial time algorithm which solves the MRULS model in O(n6) time. We improve this running time to O(n5) when only the demand is uncertain, and to O(n4) when only the production cost function is uncertain.

Item Type: Other Working Paper
Keywords: robust optimization, minimax regret, lot sizing, production cost and demand uncertainties, management science
Subject(s): Management science
Date Deposited: 13 Dec 2013 10:00
Last Modified: 30 Mar 2017 14:28
Funders: n/a
URI: http://eureka.sbs.ox.ac.uk/id/eprint/4929

Actions (login required)

Edit View Edit View