Fix and relax heuristic for a stochastic lot-sizing problem

Fix and relax heuristic for a stochastic lot-sizing problem

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Article ID: iaor20062582
Country: Netherlands
Volume: 33
Issue: 2/3
Start Page Number: 303
End Page Number: 318
Publication Date: Mar 2006
Journal: Computational Optimization and Applications
Authors: , , ,
Keywords: heuristics, scheduling
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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