An MIP-based interval heuristic for the capacitated multi-level lot-sizing problem with setup times

作者：Wu Tao^*; Shi Leyuan; Song Jie

来源：Annals of Operations Research, 2012, 196(1): 635-650.

DOI：10.1007/s10479-011-1026-9

• Capacitated multi-level lot-sizing
• Relax-and-fix
• MIP-based interval heuristic
• Linear programming

This paper considers the capacitated multi-level lot-sizing problem with setup times, a class of difficult problems often faced in practical production planning settings. In the literature, relax-and-fix is a technique commonly applied to solve this problem due to the fact that setup decisions in later periods of the planning horizon are sensitive to setup decisions in the early periods but not vice versa. However, the weakness of this method is that setup decisions are optimized only on a small subset of periods in each iteration, and setup decisions fixed in early iterations might adversely affect setup decisions in later periods. In order to avoid these weaknesses, this paper proposes an extended relax-and-fix based heuristic that systematically uses domain knowledge derived from several strategies of relax-and-fix and a linear programming relaxation technique. Computational results show that the proposed heuristic is superior to other well-known approaches on solution qualities, in particular on hard test instances.

• 出版日期2012-7
• 单位北京大学