Fix and Relax Heuristic for a Stochastic Lot-Sizing Problem |
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Authors: | P Beraldi G Ghiani A Grieco E Guerriero |
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Institution: | (1) Dipartimento di Elettronica, Informatica e Sistemistica, Università degli Studi della Calabria, 87036 Rende (CS), Italy;(2) Dipartimento di Ingegneria dell'Innovazione, Università degli Studi di Lecce, 73100 Lecce, Italy |
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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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Keywords: | stochastic programming lot-sizing and scheduling problems heuristic solution methods |
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