A quadratic programming approach to the multi-product newsvendor problem with side constraints

Layek L. Abdel-Malek, Nathapol Areeratchakul

Research output: Contribution to journalArticlepeer-review

64 Scopus citations

Abstract

A quadratic programming approach is proposed for solving the newsvendor problem with side constraints. Among its salient features are the facts that it: utilizes familiar packages to solve the problem such as Excel Solver and Lingo, can accommodate lower bounds of product's demands that are larger than zero, and facilitates the performance of sensitivity analysis tasks.

Original languageEnglish (US)
Pages (from-to)1607-1619
Number of pages13
JournalEuropean Journal of Operational Research
Volume176
Issue number3
DOIs
StatePublished - Feb 1 2007

All Science Journal Classification (ASJC) codes

  • General Computer Science
  • Modeling and Simulation
  • Management Science and Operations Research
  • Information Systems and Management

Keywords

  • Newsvendor problem
  • Optimization
  • Quadratic programming

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