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EnglishThis paper addresses a particular stochastic lot-sizing and scheduling problem. The evolution of the uncertain parameters is modelled by means of a scenario tree and the resulting model is a multistage stochastic mixed-integer program. We develop a heuristic approach that exploits the specific structure of the problem. The computational experiments carried out on a large set of instances have shown that the approach provides good quality solutions in a reasonable amount of time.
| Titolo: | A Fix and Relax heuristic for a stochastic Lot-Sizing problem |
| Autori: | |
| Data di pubblicazione: | 2006 |
| Rivista: | |
| Abstract: | This paper addresses a particular stochastic lot-sizing and scheduling problem. The evolution of the uncertain parameters is modelled by means of a scenario tree and the resulting model is a multistage stochastic mixed-integer program. We develop a heuristic approach that exploits the specific structure of the problem. The computational experiments carried out on a large set of instances have shown that the approach provides good quality solutions in a reasonable amount of time. |
| Handle: | http://hdl.handle.net/11587/105242 |
| Appare nelle tipologie: | Articolo pubblicato su Rivista |
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