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826. A robust model for the lot-sizing problem with uncertain demands
Invited abstract in session TA-49: Stochastic lot-sizing problems, stream Lot Sizing, Lot Scheduling and Production Planning.
Tuesday, 8:30-10:00Room: M1 (building: 101)
Authors (first author is the speaker)
| 1. | Agostinho Agra
|
| Matemática, Universidade de Aveiro |
Abstract
We consider the lot-sizing problem with set-ups where the demands are uncertain. The demand in each time period is assumed to belong to an interval. We propose a novel approach to evaluate the inventory costs where between two consecutive production periods, the adversary chooses to set the demand either to its higher value or to its lower value in order to maximize the inventory (holding or backlog) costs.
A mixed-integer model is devised and a column-and-row generation algorithm is proposed.
Computational tests based on random generated instances are conducted to evaluate the model, the decomposition algorithm, and compare the structure of the solutions from the robust model with those from the deterministic model.
Keywords
- Inventory
- Robust Optimization
Status: accepted
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