Fix and relax heuristic for a stochastic lot-sizing problem

DOI10.1007/s10589-005-3055-2zbMath1103.90067MaRDI QIDQ2506172

Patrizia Beraldi, Gianpaolo Ghiani, Emanuela Guerriero, Antonio Grieco

Publication date: 28 September 2006

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-005-3055-2

zbMATH Keywords

stochastic programming; heuristic solution methods; lot-sizing and scheduling problems

Mathematics Subject Classification ID

90C15: Stochastic programming

90C59: Approximation methods and heuristics in mathematical programming

90B36: Stochastic scheduling theory in operations research

Uses Software

• CPLEX

Cites Work

• Unnamed Item
• Unnamed Item
• On a fix-and-relax framework for a class of project scheduling problems
• Lot sizing and scheduling -- survey and extensions
• MIP modelling of changeovers in production planning and scheduling problems
• On practical resource allocation for production planning and scheduling with period overlapping setups
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
• Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
• A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
• A stochastic 0-1 program based approach for the air traffic flow management problem
• Simultaneous lotsizing and scheduling on parallel machines
• Rolling-horizon and fix-and-relax heuristics for the parallel machine lot-sizing and scheduling problem with sequence-dependent set-up costs
• A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
• An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion
• Rolling-horizon lot-sizing when set-up times are sequence-dependent
• Progressive hedging as a meta-heuristic applied to stochastic lot-sizing