An Extended Mixed-Integer Programming Formulation and Dynamic Cut Generation Approach for the Stochastic Lot-Sizing Problem

DOI10.1287/ijoc.2017.0792zbMath1448.90013OpenAlexW2889970748WikidataQ57539164 ScholiaQ57539164MaRDI QIDQ5136076

Roberto Rossi, Huseyin Tunc, S. Armagan Tarim, Onur A. Kilic

Publication date: 25 November 2020

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/75450928/AnExtendedMIPFormulation.pdf

zbMATH Keywords

extended formulationstochastic lot sizingstatic-dynamic uncertaintydynamic cut generation

Mathematics Subject Classification ID

Mixed integer programming (90C11) Inventory, storage, reservoirs (90B05)

Related Items (9)

Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution ⋮ A mixed integer programming formulation for the stochastic lot sizing problem with controllable processing times ⋮ Comparison of different approaches to multistage lot sizing with uncertain demand ⋮ Stochastic dynamic programming heuristic for the \((R,s,S)\) policy parameters computation ⋮ The stochastic inventory routing problem on electric roads ⋮ The dynamic bowser routing problem ⋮ Benders decomposition for a stochastic three-level lot sizing and replenishment problem with a distribution structure ⋮ Computing optimal \((R, s, S)\) policy parameters by a hybrid of branch-and-bound and stochastic dynamic programming ⋮ Approximations for non-stationary stochastic lot-sizing under \((s,Q)\)-type policy

Cites Work

• An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints
• Cost-based filtering techniques for stochastic inventory control under service level constraints
• Modelling and computing \((R^{n}, S^{n})\) policies for inventory systems with non-stationary stochastic demand
• On the number of segments needed in a piecewise linear approximation
• A global chance-constraint for stochastic inventory systems under service level constraints
• Optimal approximation of convex curves by functions which are piecewise linear
• Piecewise linear lower and upper bounds for the standard normal first order loss function
• A reformulation for the stochastic lot sizing problem with service-level constraints
• Constraint programming for stochastic inventory systems under shortage cost
• Constraint programming for computing non-stationary \((R, S)\) inventory policies
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Strategies for the Probabilistic Lot-Sizing Problem with Service-Level Constraints

This page was built for publication: An Extended Mixed-Integer Programming Formulation and Dynamic Cut Generation Approach for the Stochastic Lot-Sizing Problem