RSOME案例联合生产库存问题

RSOME: Robust Stochastic Optimization Made Easy

Joint Production-Inventory

Taking as an example, we analyzed the robust production-inventory problem that originated in Ben-Tal et al. (2004). The robust model's formulation is presented subsequently.

$\begin{aligned} \min~&\max\limits_{\pmb{d}\in \mathcal{Z}}\sum\limits_{t=1}^{{24}\sum\limits_{i=1}}3c_{it}p_{it}(\pmb{d}) &&\ \text{s.t.}~&0 \leq p_{it}(\pmb{d}) \leq P_{it}, && i= 1, 2, 3; t = 1, 2, ..., 24 \ &\sum\limits_{i=1}^{\top