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Polynomial time algorithms for the Minimax Regret Uncapacitated Lot Sizing Model

Dong Li(Dong.Li***at***sbs.ox.ac.uk)
Dolores Romero Morales(Dolores.Romero-Morales***at***sbs.ox.ac.uk)

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.

Keywords: robust optimization, minimax regret, lot sizing, production cost and demand uncertainties

Category 1: Robust Optimization

Category 2: Applications -- OR and Management Sciences (Production and Logistics )

Citation: Said Business School, University of Oxford, Park End Street, Oxford, OX1 1HP, United Kingdom, 2013

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Entry Submitted: 12/02/2013
Entry Accepted: 12/02/2013
Entry Last Modified: 12/02/2013

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