A NOVEL MIXED INTEGER PROGRAMMING FORMULATION AND PROGRESSIVELY STOCHASTIC SEARCH FOR CAPACITATED LOT SIZING.pdfVIP
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A NOVEL MIXED INTEGER PROGRAMMING FORMULATION AND PROGRESSIVELY STOCHASTIC SEARCH FOR CAPACITATED LOT SIZING.pdf
JSystSciSystEng(Jun2011)20(2):173—192 ISSN:1004—3756(Paper)1861-9576(Online)
DOI:l0.1007/sl15l8—0l1—5160—3 CN11—2983/N
ANoVELM IXED INTEGER PRoGRAM M ING FoRM ULATIoN AND
PRoGRESSIVELY SToCHASTIC SEARCH FoRCAPACITATEDLoT
SIZING
TaoW U DefuZHANG YanHE
DepartmentofIndustrialandSystemsEngineering,UniversityofWisconsin-Madison,Madison
danielwu9999@gmail.com (函)
2DepartmentofComputerScience,XiamenUniversity,361005,China
StateKeyLaboratoryofMechaniealTransmission,ChongqingUniversiyt,Chongqing,400030,China
A bstract
Thecapacitatedmulti-levellotsizingproblem istoscheduleanumberofdifferentitemswitha
bill—of-materialsstructureoverahorizonoffiniteperiods.Toadvancetechniquesofsolvingthisclass
ofproblems,thispaperproposesanew mixedintegerprogramm ingformulation.Theoreticalproofs
andcomputationaltestsareprovidedtoshow thatthisformulation isabletoprovidebetterlinear
programmingrelaxationlowerboundsthanapreviously—proposeds~ongmixedintegerprogramming
fomr ulation.Based on thenew s~ong fomr ulation,aprogressively stochastic search approach is
proposed forsolvingtheproblem .Computationalresultsshowedthattheapproach generateshigh
qualitysolutions,especiallyforproblemsoflargesizes.
Keywords:Capacitated,multi-level,lotsizing,optimization,mixedintegerprogramming,facility
】ocatjon
1.Introduction controlsystem,such asmaterialrequirements
Lotsizing investigates how to effectively planning.Thesignificanceandpracticalityofthe
allocateresourcestoproducedifferentproducts problem havemotivatedagreatdealofresearch
and aims to find the most cost.effi cient intheliterature.
productionplan.Asoneofthemostcomnlon Tomoreeffecti
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