LAGRANGE RELAXATION AND DANTZIG-WOLFE DECOMPOSITION: APPLICATION TO THE LOT-SIZING...
Dantzig-Wolfe decomposition and Lagrangian relaxation: hybrid methods
Approaches to the integrated lot sizing and scheduling problem in parallel machines
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Author(s): |
Total Authors: 3
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Affiliation: | [1] Univ Estadual Paulista, Dept Matemat Aplicada, BR-15054000 Sao Jose Do Rio Preto, SP - Brazil
[2] HEC Montreal, Montreal, PQ H3T 2A7 - Canada
[3] CIRRELT, Montreal, PQ H3T 2A7 - Canada
Total Affiliations: 3
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Document type: | Journal article |
Source: | Computers & Operations Research; v. 63, p. 136-148, NOV 2015. |
Web of Science Citations: | 9 |
Abstract | |
We consider the capacitated lot sizing problem with multiple items, setup time and unrelated parallel machines, and apply Dantzig-Wolfe decomposition to a strong reformulation of the problem. Unlike in the traditional approach where the linking constraints are the capacity constraints, we use the flow constraints, i.e. the demand constraints, as linking constraints. The aim of this approach is to obtain high quality lower bounds. We solve the master problem applying two solution methods that combine Lagrangian relaxation and Dantzig-Wolfe decomposition in a hybrid form. A primal heuristic, based on transfers of production quantities, is used to generate feasible solutions. Computational experiments using data sets from the literature are presented and show that the hybrid methods produce lower bounds of excellent quality and competitive upper bounds, when compared with the bounds produced by other methods from the literature and by a high-performance MIP software. (C) 2015 Elsevier Ltd. All rights reserved. (AU) | |
FAPESP's process: | 11/22647-0 - Lot sizing problems: integrations and solution methods |
Grantee: | Silvio Alexandre de Araujo |
Support Opportunities: | Regular Research Grants |
FAPESP's process: | 10/16727-9 - LAGRANGE RELAXATION AND DANTZIG-WOLFE DECOMPOSITION: APPLICATION TO THE LOT-SIZING PROBLEM WITH PARALLEL MACHINES |
Grantee: | Diego Jacinto Fiorotto |
Support Opportunities: | Scholarships in Brazil - Doctorate |
FAPESP's process: | 13/00965-6 - Dantzig-Wolfe decomposition and Lagrangian relaxation: hybrid methods |
Grantee: | Diego Jacinto Fiorotto |
Support Opportunities: | Scholarships abroad - Research Internship - Doctorate |