Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem

Filipe Rodrigues 0002, Agostinho Agra, Cristina Requejo, Erick Delage. Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem. INFORMS Journal on Computing, 33(2):685-705, 2021. [doi]

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