The Robust Optimization Applied in Supply Chain

In order to lowering the uncertainty lying in demand forecasting, we bring in robust optimization. Unlike the classical methods in demand forecasting, it doesn't request us to know the accurate demand distribution. Instead, it gives an uncertainty set. In terms of the calculation, we also put forward the fast Fourier transform approach which greatly reduces computational complexity. At last, some values are given to these variables to further exhibit the process of robust optimization and improved algorithm.