Management Science and Financial Engineering

  • 제14권2호
  • /
  • Pages.13-23
  • /
  • 2008
  • /
  • 2287-2043(pISSN)
  • /
  • 2287-2361(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

A Robust Pricing/Lot-sizing Model and A Solution Method Based on Geometric Programming

  • Lim, Sung-Mook (Division of Business Administration, Korea University)
  • 발행 : 2008.11.30
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초록

The pricing/lot-sizing problem of determining the robust optimal order quantity and selling price is discussed. The uncertainty of parameters characterized by an ellipsoid is explicitly incorporated into the problem. An approximation scheme is proposed to transform the problem into a geometric program, which can be efficiently and reliably solved using interior-point methods.

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참고문헌

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