| Article ID: | iaor2005840 |
| Country: | United States |
| Volume: | 8 |
| Issue: | 3 |
| Start Page Number: | 191 |
| End Page Number: | 200 |
| Publication Date: | Oct 2004 |
| Journal: | Journal of Applied Mathematics & Decision Sciences |
| Authors: | Scott Carlton H., Jorjani Soheila, Jefferson Thomas R. |
| Keywords: | programming: geometric |
Inventory problems generally have a structure that can be exploited for computational purposes. Here, we look at the duals of two seemingly unrelated inventory models that suggest an interesting duality between discrete time optimal control and optimization over an ordered sequence of variables. Concepts from conjugate duality and generalized geometric programming are used to establish the duality.