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.

A Fix and Relax heuristic for a stochastic Lot-Sizing problem

GRIECO, Antonio Domenico;GHIANI, GIANPAOLO;GUERRIERO, Emanuela
2006

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.
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11587/105242
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 20
  • ???jsp.display-item.citation.isi??? 17
social impact