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
2006-01-01

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