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Progressive hedging as a meta-heuristic applied to stochastic lot-sizing

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  • Haugen, Kjetil K.
  • Lokketangen, Arne
  • Woodruff, David L.

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  • Haugen, Kjetil K. & Lokketangen, Arne & Woodruff, David L., 2001. "Progressive hedging as a meta-heuristic applied to stochastic lot-sizing," European Journal of Operational Research, Elsevier, vol. 132(1), pages 116-122, July.
    • Handle: RePEc:eee:ejores:v:132:y:2001:i:1:p:116-122
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    References listed on IDEAS

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    1. William W. Trigeiro & L. Joseph Thomas & John O. McClain, 1989. "Capacitated Lot Sizing with Setup Times," Management Science, INFORMS, vol. 35(3), pages 353-366, March.
    2. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    3. Arthur F. Veinott, 1969. "Minimum Concave-Cost Solution of Leontief Substitution Models of Multi-Facility Inventory Systems," Operations Research, INFORMS, vol. 17(2), pages 262-291, April.
    4. Willard I. Zangwill, 1969. "A Backlogging Model and a Multi-Echelon Model of a Dynamic Economic Lot Size Production System--A Network Approach," Management Science, INFORMS, vol. 15(9), pages 506-527, May.
    5. Willard I. Zangwill, 1968. "Minimum Concave Cost Flows in Certain Networks," Management Science, INFORMS, vol. 14(7), pages 429-450, March.
    6. Willard I. Zangwill, 1966. "A Deterministic Multi-Period Production Scheduling Model with Backlogging," Management Science, INFORMS, vol. 13(1), pages 105-119, September.
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    Cited by:

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    2. Alvarez, Aldair & Cordeau, Jean-François & Jans, Raf & Munari, Pedro & Morabito, Reinaldo, 2021. "Inventory routing under stochastic supply and demand," Omega, Elsevier, vol. 102(C).
    3. Fatemeh Sarayloo & Teodor Gabriel Crainic & Walter Rei, 2021. "A Learning-Based Matheuristic for Stochastic Multicommodity Network Design," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 643-656, May.
    4. Beraldi, Patrizia & Ghiani, Gianpaolo & Guerriero, Emanuela & Grieco, Antonio, 2006. "Scenario-based planning for lot-sizing and scheduling with uncertain processing times," International Journal of Production Economics, Elsevier, vol. 101(1), pages 140-149, May.
    5. Serhat Gul & Brian T. Denton & John W. Fowler, 2015. "A Progressive Hedging Approach for Surgery Planning Under Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 27(4), pages 755-772, November.
    6. Fan, Yingjie & Schwartz, Frank & Voß, Stefan, 2017. "Flexible supply chain planning based on variable transportation modes," International Journal of Production Economics, Elsevier, vol. 183(PC), pages 654-666.
    7. Brahimi, Nadjib & Absi, Nabil & Dauzère-Pérès, Stéphane & Nordli, Atle, 2017. "Single-item dynamic lot-sizing problems: An updated survey," European Journal of Operational Research, Elsevier, vol. 263(3), pages 838-863.
    8. Sheng, Xiaoming & Chew, Ek Peng & Lee, Loo Hay, 2015. "(s,S) policy model for liner shipping refueling and sailing speed optimization problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 76(C), pages 76-92.
    9. Poudel, Sushil Raj & Marufuzzaman, Mohammad & Bian, Linkan, 2016. "A hybrid decomposition algorithm for designing a multi-modal transportation network under biomass supply uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 94(C), pages 1-25.
    10. Guglielmo Lulli & Suvrajeet Sen, 2004. "A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems," Management Science, INFORMS, vol. 50(6), pages 786-796, June.
    11. João Claro & Jorge Sousa, 2010. "A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem," Computational Optimization and Applications, Springer, vol. 46(3), pages 427-450, July.
    12. Yi, Wenqi & Nozick, Linda & Davidson, Rachel & Blanton, Brian & Colle, Brian, 2017. "Optimization of the issuance of evacuation orders under evolving hurricane conditions," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 285-304.
    13. Lamghari, Amina & Dimitrakopoulos, Roussos, 2016. "Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty," European Journal of Operational Research, Elsevier, vol. 253(3), pages 843-855.
    14. Simon Thevenin & Yossiri Adulyasak & Jean-François Cordeau, 2022. "Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 3151-3169, November.
    15. Azaron, Amir & Tang, Ou & Tavakkoli-Moghaddam, Reza, 2009. "Dynamic lot sizing problem with continuous-time Markovian production cost," International Journal of Production Economics, Elsevier, vol. 120(2), pages 607-612, August.
    16. Gruson, Matthieu & Cordeau, Jean-François & Jans, Raf, 2021. "Benders decomposition for a stochastic three-level lot sizing and replenishment problem with a distribution structure," European Journal of Operational Research, Elsevier, vol. 291(1), pages 206-217.
    17. Céline Gicquel & Jianqiang Cheng, 2018. "A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand," Annals of Operations Research, Springer, vol. 264(1), pages 123-155, May.
    18. Kazemi Zanjani, Masoumeh & Sanei Bajgiran, Omid & Nourelfath, Mustapha, 2016. "A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty," European Journal of Operational Research, Elsevier, vol. 252(2), pages 466-476.

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