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Fix and Relax Heuristic for a Stochastic Lot-Sizing Problem

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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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Authors and Affiliations

  1. Dipartimento di Elettronica, Informatica e Sistemistica, Università degli Studi della Calabria, 87036, Rende (CS), Italy

    P. Beraldi

  2. Dipartimento di Ingegneria dell'Innovazione, Università degli Studi di Lecce, 73100, Lecce, Italy

    G. Ghiani, A. Grieco & E. Guerriero (Research Assistant)

Authors
  1. P. Beraldi
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  2. G. Ghiani
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  3. A. Grieco
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  4. E. Guerriero
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Beraldi, P., Ghiani, G., Grieco, A. et al. Fix and Relax Heuristic for a Stochastic Lot-Sizing Problem. Comput Optim Applic 33, 303–318 (2006). https://doi.org/10.1007/s10589-005-3055-2

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  • DOI: https://doi.org/10.1007/s10589-005-3055-2

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