Robust optimization of sums of piecewise linear functions with application to inventory problems

Operations Research

Volumn 64, Issue 2, 2016, Pages 474-494

  Ardestani Jaafari, Amir ^a   Delage, Erick ^a  

^a HEC MONTRÉAL   (Canada)

Author keywords

Inventory problem; Linear programming relaxation; Newsvendor problem; Piecewise linear; Robust optimization; Semidefinite program; Tractable approximations

Indexed keywords

BUDGET CONTROL; COST FUNCTIONS; OPTIMIZATION; PIECEWISE LINEAR TECHNIQUES;

INVENTORY PROBLEM; LINEAR PROGRAMMING RELAXATION; NEWSVENDOR PROBLEM; PIECEWISE LINEAR; ROBUST OPTIMIZATION; SEMIDEFINITE PROGRAMS; TRACTABLE APPROXIMATIONS;

INTEGER PROGRAMMING;

EID: 84964626190     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.2016.1483     Document Type: Article

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