RSOME: 两阶段鲁棒生产优化

RSOME: Robust Stochastic Optimization Made Easy

Adaptive Robust Lot-Sizing

In this example, we examine a lot-sizing problem as outlined by Bertsimas and de Ruiter (2016). Our network comprises N stores, and the inventory allocation x_i for each store i is established before the actual demand figures are disclosed. The uncertain demand, represented by vector d, is confined to a budgeted uncertainty set.

\mathcal{U} is defined as the collection of vectors \pmb{d} that me