Two-stage minimax regret robust uncapacitated lot-sizing problems with demand uncertainty |
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| Authors: | Muhong Zhang |
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| Institution: | aSchool of Computing, Informatics and Decision Systems Engineering, Arizona State University, PO Box 878809 Tempe, AZ 85287-8809, USA |
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| Abstract: | 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. |
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| Keywords: | Lot-sizing Minimax regret Mixed integer programming Robust optimization |
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