Article ID: | iaor1993507 |
Country: | Netherlands |
Volume: | 51 |
Issue: | 3 |
Start Page Number: | 354 |
End Page Number: | 366 |
Publication Date: | Apr 1991 |
Journal: | European Journal of Operational Research |
Authors: | Larraneta Juan, Lozano Sebastian, Onieva Luis |
The Lagrangean relaxation of the single level capacitated dynamic lot-sizing problem can be solved using the primal-dual method. The algorithm has monotone and finite convergence properties. It works as a steepest ascent method. A variant of this approach is also studied. A heuristic routine used to obtain a feasible solution in each iteration is presented. Computational experiences show that this method usually yields better solutions than the subgradient method although it requires greater CPU times.