Two-stage minimax regret robust uncapacitated lot-sizing problems with demand uncertainty

被引：25
|
作者：
Zhang, Muhong [1 ]
机构：
[1] Arizona State Univ, Sch Comp Informat & Decis Syst Engn, Tempe, AZ 85287 USA
来源：
OPERATIONS RESEARCH LETTERS | 2011年 / 39卷 / 05期
关键词：
Lot-sizing; Minimax regret; Mixed integer programming; Robust optimization; COMBINATORIAL OPTIMIZATION PROBLEMS; ALGORITHM; TIME;
D O I：
10.1016/j.orl.2011.06.013
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we consider the two-stage minimax robust uncapacitated lot-sizing problem with interval uncertain demands. A mixed integer programming formulation is proposed. Even though the robust uncapacitated lot-sizing problem with discrete scenarios is an NP-hard problem, we show that it is polynomial solvable under the interval uncertain demand set. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：342 / 345
页数：4
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