Article ID: | iaor2005526 |
Country: | Netherlands |
Volume: | 5 |
Issue: | 3 |
Start Page Number: | 335 |
End Page Number: | 359 |
Publication Date: | Sep 2004 |
Journal: | Optimization and Engineering |
Authors: | Schultz Rdiger, Engell Sebastian, Mrkert Andreas, Sand Guido |
Keywords: | programming: integer, programming: probabilistic |
We consider the mid-term scheduling of a multiproduct batch plant. Market requirements for the final products are uncertain but given in terms of a probability distribution. We introduce a two-stage stochastic integer programming model for the problem and solve it by a scenario decomposition method based on Lagrangian relaxation. We describe heuristics and preprocessing for both the single- and multi-scenario models. Preliminary computational results are presented.