Pairing Inequalities and Stochastic Lot-sizing Problems

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (618 download)

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Book Synopsis Pairing Inequalities and Stochastic Lot-sizing Problems by : Yongpei Guan

Download or read book Pairing Inequalities and Stochastic Lot-sizing Problems written by Yongpei Guan and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the recent successes in stochastic linear programming and mixed integer programming, in this thesis we combine these two important areas of mathematical programming; specifically we study stochastic integer programming. We first study a simple and important stochastic integer programming problem, called stochastic uncapacitated lot-sizing (SLS), which is motivated by production planning under uncertainty. We describe a multi-stage stochastic integer programming formulation of the problem and develop a family of valid inequalities, called the (Q, S) inequalities. We establish facet-defining conditions and show that these inequalities are sufficient to describe the convex hull of integral solutions for two-period instances. A separation heuristic for (Q, S) inequalities is developed and incorporated into a branch-and-cut algorithm. A computational study verifies the usefulness of the inequalities as cuts. Then, motivated by the polyhedral study of (Q, S) inequalities for SLS, we analyze the underlying integer programming scheme for general stochastic integer programming problems. We present a scheme for generating new valid inequalities for mixed integer programs by taking pair-wise combinations of existing valid inequalities. The scheme is in general sequence-dependent and therefore leads to an exponential number of inequalities. For some special cases, we identify combination sequences that lead to a manageable set of all non-dominated inequalities. For the general scenario tree case, we identify combination sequences that lead to non-dominated inequalities. We also analyze the conditions such that the inequalities generated by our approach are facet-defining and describe the convex hull of integral solutions. We illustrate the framework for some deterministic and stochastic integer programs and we present computational results which show the efficiency of adding the new generated inequalities as cuts.

Integer Programming and Combinatorial Optimization

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Publisher : Springer
ISBN 13 : 3540321020
Total Pages : 494 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Integer Programming and Combinatorial Optimization by : Michael Jünger

Download or read book Integer Programming and Combinatorial Optimization written by Michael Jünger and published by Springer. This book was released on 2005-05-18 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its start in 1990, the IPCO conference series (held under the auspices of theMathematicalProgrammingSociety)hasbecomeanimportantforumforthe presentation of recent results in Integer Programming and Combinatorial Op- mization. This volume compiles the papers presented at IPCO XI, the eleventh conference in this series, held June 8–10, 2005, at the Technische Universit ̈ at Berlin. The high interest in this conference series is evident in the large number of submissions. For IPCO XI, 119 extended abstracts of up to 10 pages were submitted. During its meeting on January 29–30, 2005, the Program Committee carefully selected 34 contributions for presentation in non-parallel sessions at the conference. The ?nal choices were not easy at all, since, due to the limited number of time slots, many very good papers could not be accepted. During the selection process the contributions were refereed according to the standards of refereed conferences. As a result of this procedure, you have in your hands a volume that contains papers describing high-quality research e?orts. The page limit for contributions to this proceedings volume was set to 15. You may ?nd full versions of the papers in scienti?c journals in the near future. We thank all the authors who submitted papers. Furthermore, the Program Committee is indebted to the many reviewers who, with their speci?c expertise, helped a lot in making the decisions.

Approximate Solutions for a Stochastic Lot-sizing Problem with Partial Costumer-order Information

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ISBN 13 : 9789038610092
Total Pages : 22 pages
Book Rating : 4.6/5 (1 download)

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Book Synopsis Approximate Solutions for a Stochastic Lot-sizing Problem with Partial Costumer-order Information by : N. P. Dellaert

Download or read book Approximate Solutions for a Stochastic Lot-sizing Problem with Partial Costumer-order Information written by N. P. Dellaert and published by . This book was released on 1999 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Heuristics for the Stochastic Capacitated Lot Sizing Problem

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ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.:/5 (426 download)

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Book Synopsis Heuristics for the Stochastic Capacitated Lot Sizing Problem by : Isaac Chemmanam

Download or read book Heuristics for the Stochastic Capacitated Lot Sizing Problem written by Isaac Chemmanam and published by . This book was released on 1998 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Heuristic Procedures for the Uncapacitated Stochastic Lot-sizing Problem

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ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (663 download)

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Book Synopsis Heuristic Procedures for the Uncapacitated Stochastic Lot-sizing Problem by : Nicolaas Petrus Dellaert

Download or read book Heuristic Procedures for the Uncapacitated Stochastic Lot-sizing Problem written by Nicolaas Petrus Dellaert and published by . This book was released on 1993 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Valid Inequalities for the Single-item Capacitated Lot Sizing Problem with Step-wise Costs

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ISBN 13 :
Total Pages : 35 pages
Book Rating : 4.:/5 (254 download)

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Book Synopsis Valid Inequalities for the Single-item Capacitated Lot Sizing Problem with Step-wise Costs by : Ayse Akbalik

Download or read book Valid Inequalities for the Single-item Capacitated Lot Sizing Problem with Step-wise Costs written by Ayse Akbalik and published by . This book was released on 2007 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Heuristic Procedures for the Stochastic Lot-sizing Problem

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Publisher :
ISBN 13 :
Total Pages : 7 pages
Book Rating : 4.:/5 (662 download)

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Book Synopsis Heuristic Procedures for the Stochastic Lot-sizing Problem by : N. P. Dellaert

Download or read book Heuristic Procedures for the Stochastic Lot-sizing Problem written by N. P. Dellaert and published by . This book was released on 1993 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Branch-and-cut Algorithm for the Stochastic Uncapacitated Lot-sizing Problem

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (118 download)

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Book Synopsis A Branch-and-cut Algorithm for the Stochastic Uncapacitated Lot-sizing Problem by : Yongpei Guan

Download or read book A Branch-and-cut Algorithm for the Stochastic Uncapacitated Lot-sizing Problem written by Yongpei Guan and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Heuristic Procedures for the Uncapacitated Stochastic Lot-sizing Problem

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ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (256 download)

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Book Synopsis Heuristic Procedures for the Uncapacitated Stochastic Lot-sizing Problem by : Nicolaas P. Dellaert

Download or read book Heuristic Procedures for the Uncapacitated Stochastic Lot-sizing Problem written by Nicolaas P. Dellaert and published by . This book was released on 1992 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Value of Aggregate Service Levels in Stochastic Lot Sizing Problem

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (116 download)

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Book Synopsis The Value of Aggregate Service Levels in Stochastic Lot Sizing Problem by : Narges Sereshti

Download or read book The Value of Aggregate Service Levels in Stochastic Lot Sizing Problem written by Narges Sereshti and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dissertation Abstracts International

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ISBN 13 :
Total Pages : 764 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2006 with total page 764 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Multi-stage Discrete Optimization with Data Uncertainty and Lot-sizing

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (76 download)

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Book Synopsis Multi-stage Discrete Optimization with Data Uncertainty and Lot-sizing by : Zhili Zhou

Download or read book Multi-stage Discrete Optimization with Data Uncertainty and Lot-sizing written by Zhili Zhou and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Third, we study a general stochastic dynamic knapsack polytope. We apply the pairing, mixing, and lifting schemes to the stochastic dynamic knapsack set and obtain strong valid inequalities. We investigate the algorithmic and implementation issues for the effective and efficient generation of lifted valid inequalities of the stochastic dynamic knapsack polytope in a parallel computing environment. The speedup, communication overhead, load balance, and effectiveness in closing the integrality gap for stochastic dynamic knapsack polytope are studied. Computational experiments show the effectiveness of our proposed approaches.

INFORMS Annual Meeting

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ISBN 13 :
Total Pages : 284 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis INFORMS Annual Meeting by : Institute for Operations Research and the Management Sciences. National Meeting

Download or read book INFORMS Annual Meeting written by Institute for Operations Research and the Management Sciences. National Meeting and published by . This book was released on 2004 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Class of Strong Valid Inequalities for the Discrete Lot-sizing and Scheduling Problem

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ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (246 download)

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Book Synopsis A Class of Strong Valid Inequalities for the Discrete Lot-sizing and Scheduling Problem by : Stan van Hoesel

Download or read book A Class of Strong Valid Inequalities for the Discrete Lot-sizing and Scheduling Problem written by Stan van Hoesel and published by . This book was released on 1993 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Class of Strong Valid Inequalities for the Discrete Lot-sizing and Scheduling Problem

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ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (661 download)

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Book Synopsis A Class of Strong Valid Inequalities for the Discrete Lot-sizing and Scheduling Problem by : Constantinus Peter Maria Hoesel

Download or read book A Class of Strong Valid Inequalities for the Discrete Lot-sizing and Scheduling Problem written by Constantinus Peter Maria Hoesel and published by . This book was released on 1993 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Fully Polynomial Time Approximation Scheme for Single-Item Stochastic Lot-Sizing Problems with Discrete Demand

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ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis A Fully Polynomial Time Approximation Scheme for Single-Item Stochastic Lot-Sizing Problems with Discrete Demand by : James B. Orlin

Download or read book A Fully Polynomial Time Approximation Scheme for Single-Item Stochastic Lot-Sizing Problems with Discrete Demand written by James B. Orlin and published by . This book was released on 2006 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: The single-item stochastic lot-sizing problem is to find an inventory replenishment policy in the presence of a stochastic demand under periodic review and finite time horizon. The computational intractability of computing an optimal policy is widely believed and therefore approximation algorithms should be considered. To the best of our knowledge, this is the first work that develops a fully polynomial time approximation scheme for this problem. In other words, we design a tractable polynomial time algorithm that finds a policy that is arbitrarily close in the relative sense to the value of an optimal policy. In addition, we formally prove that finding an optimal policy is intractable in the standard sense.

Handbooks in Operations Research and Management Science

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Publisher : Elsevier
ISBN 13 : 0080459218
Total Pages : 621 pages
Book Rating : 4.0/5 (84 download)

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Book Synopsis Handbooks in Operations Research and Management Science by : K. Aardal

Download or read book Handbooks in Operations Research and Management Science written by K. Aardal and published by Elsevier. This book was released on 2005-12-08 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chapters of this Handbook volume cover nine main topics that are representative of recent theoretical and algorithmic developments in the field. In addition to the nine papers that present the state of the art, there is an article on the early history of the field. The handbook will be a useful reference to experts in the field as well as students and others who want to learn about discrete optimization.