文章基本信息

标题：A fix-and-optimize heuristic for the capacitated multi-item stochastic lot-sizing problem
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作者：M.Edib Gurkan ; Huseyin Tunc
期刊名称：An International Journal of Optimization and Control: Theories & Applications (IJOCTA)
印刷版ISSN：2146-5703
出版年度：2021
卷号：11
期号：1
页码：41-51
DOI：10.11121/ijocta.01.2021.00945
语种：English
出版社：An International Journal of Optimization and Control: Theories & Applications (IJOCTA)
摘要：This study addresses the stochastic multi-item capacitated lot-sizing problem. Here, it is assumed that all items are produced on a single production resource and unmet demands are backlogged. The literature shows that the deterministic version of this problem is NP-Hard. We consider the case where period demands are time-varying random variables. The objective is to determine the minimum expected cost production plan so as to meet stochastic period demands over the planning horizon. We extend the mixed integer programming formulation introduced in the literature to capture the problem under consideration. Further, we propose a fix-and-optimize heuristic building on an item-period oriented decomposition scheme. We then conduct a numerical study to evaluate the performance of the proposed heuristic as compared to the heuristic introduced by Tempelmeier and Hilger [16]. The results clearly show that the proposed fix-and-optimize heuristic arises as both cost-efficient and time-efficient solution approach as compared to the benchmark heuristic.
关键词：Capacitated Lot-Sizing;Random Demand;Inventory;Mixed Integer Programming;Fix and Optimize