3 search results - page 1 / 1 » A branch-and-cut algorithm for the stochastic uncapacitated ... |
IOR
2008
13 years 4 months ago
2008
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...
MP
2006
13 years 4 months ago
2006
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
FOCS
2005
IEEE
13 years 10 months ago
2005
IEEE
Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worstcase among ...