Polynomial Time Algorithms for the Minimax Regret Uncapacitated Lot Sizing Model

Publikation: Working paperForskningpeer review

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(n^6) time. We improve this running time to O(n^5) when only the demand is uncertain, and to O(n^4) when only the production cost function is uncertain.
OriginalsprogEngelsk
Udgivelsesstedwww
UdgiverMathematical Optimization Society
Antal sider6
StatusUdgivet - 2013
Udgivet eksterntJa
NavnOptimization Online
Nummer4149
Vol/bind12

Emneord

  • Robust optimiz ation
  • Minimax regret
  • Lot sizing
  • Production cost and demand uncertainties

Citationsformater