Progressive hedging as a meta-heuristic applied to stochastic lot-sizing
From MaRDI portal
Publication:5938398
DOI10.1016/S0377-2217(00)00116-8zbMath0990.90087OpenAlexW2052036673MaRDI QIDQ5938398
David L. Woodruff, Arne Løkketangen, Kjetil K. Haugen
Publication date: 7 October 2001
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(00)00116-8
Related Items
Solving large-scale profit maximization capacitated lot-size problems by heuristic methods, The optimal replenishment policy for time-varying stochastic demand under vendor managed inventory, A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand, Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution, A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty, Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty, Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design, Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure, Large-scale joint price-inventory decision problems, under resource limitation and a discrete price set, Single-item dynamic lot-sizing problems: an updated survey, On a Multi-stage Stochastic Programming Model for Inventory Planning, Stochastic forestry planning under market and growth uncertainty, Multi-item capacitated lot-sizing with demand uncertainty, Service-Level Oriented Lot Sizing Under Stochastic Demand, A stochastic production planning problem with nonlinear cost, A multiobjective metaheuristic for a mean-risk multistage capacity investment problem, A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem, Scheduled service network design with quality targets and stochastic travel times, Fix and relax heuristic for a stochastic lot-sizing problem, Benders decomposition for a stochastic three-level lot sizing and replenishment problem with a distribution structure, A Progressive Hedging Approach for Surgery Planning Under Uncertainty, Unnamed Item, A survey on metaheuristics for stochastic combinatorial optimization, Progressive hedging-based metaheuristics for stochastic network design, A Learning-Based Matheuristic for Stochastic Multicommodity Network Design, Using scenario trees and progressive hedging for stochastic inventory routing problems, A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
Cites Work
- Unnamed Item
- Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
- Dynamic Version of the Economic Lot Size Model
- Improved Rolling Schedules for the Dynamic Single-Level Lot-Sizing Problem
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- A Deterministic Multi-Period Production Scheduling Model with Backlogging
- Minimum Concave Cost Flows in Certain Networks
- Extensions of the Planning Horizon Theorem in the Dynamic Lot Size Model
- A Backlogging Model and a Multi-Echelon Model of a Dynamic Economic Lot Size Production System—A Network Approach
- Minimum Concave-Cost Solution of Leontief Substitution Models of Multi-Facility Inventory Systems