Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Unca...
Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty
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Linthicum: INFORMS
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Language
English
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Linthicum: INFORMS
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We study the uncapacitated lot-sizing problem with uncertain demand and costs. The problem is modeled as a multistage stochastic mixed-integer linear program in which the evolution of the uncertain parameters is represented by a scenario tree. To solve this problem, we propose a new extension of the stochastic dual dynamic integer programming algor...
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Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty
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TN_cdi_hal_primary_oai_HAL_hal_03606367v1
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_03606367v1
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ISSN
1091-9856
E-ISSN
1526-5528,1091-9856
DOI
10.1287/ijoc.2021.1118
