IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v132y2001i1p116-122.html
   My bibliography  Save this article

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

Author

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

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377-2217(00)00116-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lanza, Giacomo & Crainic, Teodor Gabriel & Rei, Walter & Ricciardi, Nicoletta, 2021. "Scheduled service network design with quality targets and stochastic travel times," European Journal of Operational Research, Elsevier, vol. 288(1), pages 30-46.
    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Vernon Ning Hsu, 2000. "Dynamic Economic Lot Size Model with Perishable Inventory," Management Science, INFORMS, vol. 46(8), pages 1159-1169, August.
    2. Sun, Minghe & Aronson, Jay E. & McKeown, Patrick G. & Drinka, Dennis, 1998. "A tabu search heuristic procedure for the fixed charge transportation problem," European Journal of Operational Research, Elsevier, vol. 106(2-3), pages 441-456, April.
    3. Hwang, Hark-Chin & Jaruphongsa, Wikrom, 2008. "Dynamic lot-sizing model for major and minor demands," European Journal of Operational Research, Elsevier, vol. 184(2), pages 711-724, January.
    4. Jans, Raf & Degraeve, Zeger, 2007. "Meta-heuristics for dynamic lot sizing: A review and comparison of solution approaches," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1855-1875, March.
    5. Bruno, Giuseppe & Genovese, Andrea & Piccolo, Carmela, 2014. "The capacitated Lot Sizing model: A powerful tool for logistics decision making," International Journal of Production Economics, Elsevier, vol. 155(C), pages 380-390.
    6. Gutierrez, J. & Puerto, J. & Sicilia, J., 2004. "The multiscenario lot size problem with concave costs," European Journal of Operational Research, Elsevier, vol. 156(1), pages 162-182, July.
    7. Wolsey, Laurence A., 1995. "Progress with single-item lot-sizing," European Journal of Operational Research, Elsevier, vol. 86(3), pages 395-401, November.
    8. Minjiao Zhang & Simge Küçükyavuz & Hande Yaman, 2012. "A Polyhedral Study of Multiechelon Lot Sizing with Intermediate Demands," Operations Research, INFORMS, vol. 60(4), pages 918-935, August.
    9. Dellaert, N. & Jeunet, J. & Jonard, N., 2000. "A genetic algorithm to solve the general multi-level lot-sizing problem with time-varying costs," International Journal of Production Economics, Elsevier, vol. 68(3), pages 241-257, December.
    10. Hark‐Chin Hwang & Wilco van den Heuvel, 2012. "Improved algorithms for a lot‐sizing problem with inventory bounds and backlogging," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(3‐4), pages 244-253, April.
    11. Karla E. Bourland & Candace Arai Yano, 1996. "Lot sizing when yields increase during the production run," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(8), pages 1035-1047, December.
    12. Xiao, Yiyong & Kaku, Ikou & Zhao, Qiuhong & Zhang, Renqian, 2011. "A reduced variable neighborhood search algorithm for uncapacitated multilevel lot-sizing problems," European Journal of Operational Research, Elsevier, vol. 214(2), pages 223-231, October.
    13. Kajjoune, Oussama & Aouam, Tarik & Zouadi, Tarik & Ranjan, Ravi Prakash, 2023. "Dynamic lot-sizing in a two-stage supply chain with liquidity constraints and financing options," International Journal of Production Economics, Elsevier, vol. 258(C).
    14. Chung-Lun Li & Qingying Li, 2016. "Polynomial-Time Solvability of Dynamic Lot Size Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 33(03), pages 1-20, June.
    15. Hark-Chin Hwang & Hyun-Soo Ahn & Philip Kaminsky, 2013. "Basis Paths and a Polynomial Algorithm for the Multistage Production-Capacitated Lot-Sizing Problem," Operations Research, INFORMS, vol. 61(2), pages 469-482, April.
    16. Kerem Akartunalı & Ioannis Fragkos & Andrew J. Miller & Tao Wu, 2016. "Local Cuts and Two-Period Convex Hull Closures for Big-Bucket Lot-Sizing Problems," INFORMS Journal on Computing, INFORMS, vol. 28(4), pages 766-780, November.
    17. Gautier Stauffer, 2018. "Approximation algorithms for k-echelon extensions of the one warehouse multi-retailer problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(3), pages 445-473, December.
    18. Wu, Tao & Shi, Leyuan & Geunes, Joseph & AkartunalI, Kerem, 2011. "An optimization framework for solving capacitated multi-level lot-sizing problems with backlogging," European Journal of Operational Research, Elsevier, vol. 214(2), pages 428-441, October.
    19. Arlen Dean & Amirhossein Meisami & Henry Lam & Mark P. Van Oyen & Christopher Stromblad & Nick Kastango, 2022. "Quantile regression forests for individualized surgery scheduling," Health Care Management Science, Springer, vol. 25(4), pages 682-709, December.
    20. Aksen, Deniz & Altinkemer, Kemal & Chand, Suresh, 2003. "The single-item lot-sizing problem with immediate lost sales," European Journal of Operational Research, Elsevier, vol. 147(3), pages 558-566, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:132:y:2001:i:1:p:116-122. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.