### Abstract

Language | English |
---|---|

Place of Publication | www |

Publisher | Mathematical Optimization Society |

Number of pages | 6 |

State | Published - 2013 |

Externally published | Yes |

Series | Optimization Online |
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Number | 4149 |

Volume | 12 |

### Keywords

### Cite this

*Polynomial Time Algorithms for the Minimax Regret Uncapacitated Lot Sizing Model*. www: Mathematical Optimization Society. Optimization Online, No. 4149, Vol.. 12

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**Polynomial Time Algorithms for the Minimax Regret Uncapacitated Lot Sizing Model.** / Li, Dong; Morales, Dolores Romero.

Research output: Working paper › Research › peer-review

TY - UNPB

T1 - Polynomial Time Algorithms for the Minimax Regret Uncapacitated Lot Sizing Model

AU - Li,Dong

AU - Morales,Dolores Romero

PY - 2013

Y1 - 2013

N2 - 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.

AB - 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.

KW - Robust optimiz ation

KW - Minimax regret

KW - Lot sizing

KW - Production cost and demand uncertainties

M3 - Working paper

BT - Polynomial Time Algorithms for the Minimax Regret Uncapacitated Lot Sizing Model

PB - Mathematical Optimization Society

CY - www

ER -