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Reformulation and a Lagrangian heuristic for lot sizing problem on parallel machines

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  • Diego Fiorotto
  • Silvio Araujo

Abstract

We consider the capacitated lot sizing problem with multiple items, setup time and unrelated parallel machines. The aim of the article is to develop a Lagrangian heuristic to obtain good solutions to this problem and good lower bounds to certify the quality of solutions. Based on a strong reformulation of the problem as a shortest path problem, the Lagrangian relaxation is applied to the demand constraints (flow constraint) and the relaxed problem is decomposed per period and per machine. The subgradient optimization method is used to update the Lagrangian multipliers. A primal heuristic, based on transfers of production, is designed to generate feasible solutions (upper bounds). Computational results using data from the literature are presented and show that our method is efficient, produces lower bounds of good quality and competitive upper bounds, when compared with the bounds produced by another method from the literature and by high-performance MIP software. Copyright Springer Science+Business Media New York 2014

Suggested Citation

  • Diego Fiorotto & Silvio Araujo, 2014. "Reformulation and a Lagrangian heuristic for lot sizing problem on parallel machines," Annals of Operations Research, Springer, vol. 217(1), pages 213-231, June.
    • Handle: RePEc:spr:annopr:v:217:y:2014:i:1:p:213-231:10.1007/s10479-014-1570-1
    DOI: 10.1007/s10479-014-1570-1
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    1. Silvio Alexandre de Araujo & Bert De Reyck & Zeger Degraeve & Ioannis Fragkos & Raf Jans, 2015. "Period Decompositions for the Capacitated Lot Sizing Problem with Setup Times," INFORMS Journal on Computing, INFORMS, vol. 27(3), pages 431-448, August.
    2. Fiorotto, Diego Jacinto & Jans, Raf & Alexandre de Araujo, Silvio, 2018. "Process flexibility and the chaining principle in lot sizing problems," International Journal of Production Economics, Elsevier, vol. 204(C), pages 244-263.
    3. Melega, Gislaine Mara & de Araujo, Silvio Alexandre & Jans, Raf, 2018. "Classification and literature review of integrated lot-sizing and cutting stock problems," European Journal of Operational Research, Elsevier, vol. 271(1), pages 1-19.
    4. Tao Wu & Zhe Liang & Canrong Zhang, 2018. "Analytics Branching and Selection for the Capacitated Multi-Item Lot Sizing Problem with Nonidentical Machines," INFORMS Journal on Computing, INFORMS, vol. 30(2), pages 236-258, May.
    5. Kouhei Harada, 2021. "A Feasibility-Ensured Lagrangian Heuristic for General Decomposable Problems," SN Operations Research Forum, Springer, vol. 2(4), pages 1-26, December.

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