Article ID: | iaor1994502 |
Country: | United Kingdom |
Volume: | 20 |
Issue: | 4 |
Start Page Number: | 409 |
End Page Number: | 420 |
Publication Date: | May 1993 |
Journal: | Computers and Operations Research |
Authors: | Millar Harvey H., Yan Minzhu |
Keywords: | heuristics |
In this paper the authors present a Lagrangean decomposition technique for solving the capacitated multi-item lot sizing problem (CMLSP). The approach decomposes the problem into a transportation problem and N independent single-item uncapacitated lot sizing problems. The algorithm applies subgradient optimization to update the Lagrangean multipliers. Each iteration of the Lagrangean procedure generates two primal feasible solutions: one from the transportation subproblem, and the other from the network flow problem resulting from a primal partition produced by the solution to the N single-item problems. The Lagrangean algorithm proves to be quite effective and stable in producing good primal and dual solutions to the CMLSP.