Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations
A stochastic capacitated discrete procurement problem with lead times, cancellation and postponement is addressed. The problem determines the expected cost minimization of satisfying the uncertain demand of a product during a discrete time planning horizon. The supply of the product is made through...
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| Main Author: | |
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| Format: | doctoralThesis |
| Language: | English |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://hdl.handle.net/20.500.12008/23432 |
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| _version_ | 1868890196767932416 |
|---|---|
| author | Testuri, Carlos E. |
| author_browse | Testuri, Carlos E. |
| author_facet | Testuri, Carlos E. |
| author_role | author |
| collection | COLIBRI |
| dc.contributor.none.fl_str_mv | Testuri Carlos E. |
| dc.creator.none.fl_str_mv | Testuri, Carlos E. |
| dc.date.none.fl_str_mv | 2020-03-23T21:59:51Z 2020-03-23T21:59:51Z 2020 |
| dc.format.none.fl_str_mv | 45 p. application/pdf |
| dc.identifier.none.fl_str_mv | Testuri, C. Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations [en línea]. Tesis de doctorado. Montevideo : Udelar. FI. INCO. - PEDECIBA, 2020. 1688-2776 https://hdl.handle.net/20.500.12008/23432 |
| dc.language.none.fl_str_mv | en eng |
| dc.publisher.none.fl_str_mv | Udelar.FI |
| dc.rights.none.fl_str_mv | info:eu-repo/semantics/openAccess Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0) |
| dc.source.none.fl_str_mv | reponame:COLIBRI instname:Universidad de la República instacron:Universidad de la República |
| dc.subject.none.fl_str_mv | Stochastic lot-sizing Multistage stochastic mixed-integer programming Valid inequality Lead time |
| dc.title.none.fl_str_mv | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations |
| dc.type.none.fl_str_mv | Tesis de doctorado info:eu-repo/semantics/doctoralThesis info:eu-repo/semantics/acceptedVersion |
| description | A stochastic capacitated discrete procurement problem with lead times, cancellation and postponement is addressed. The problem determines the expected cost minimization of satisfying the uncertain demand of a product during a discrete time planning horizon. The supply of the product is made through the purchase of optional distinguishable orders of fixed size with lead time. Due to the uncertainty of demand, corrective actions, such as order cancellation and postponement, may be taken with associated costs and time limits. The problem is modeled as an extension of a capacitated discrete lot-sizing problem with uncertain demand and lead times through a multistage stochastic mixed-integer programming approach. To improve the resolution of the model by tightening its formulation, valid inequalities are generated based on conventional inequalities. Subsets of approximately non dominated valid inequalities are determined heuristically. A procedure to tighten an upgraded formulation based on a known scheme of pairing of inequalities is proposed. Computational experiments are performed for several instances with different uncertainty information structure. The experimental results allow to conclude that the inclusion of subsets of the generated valid inequalities enable a more efficient resolution of the model. |
| eu_rights_str_mv | openAccess |
| format | doctoralThesis |
| id | anni_cf850e34b76ca5b21d100ebcbd30c98c |
| identifier_str_mv | Testuri, C. Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations [en línea]. Tesis de doctorado. Montevideo : Udelar. FI. INCO. - PEDECIBA, 2020. 1688-2776 |
| instacron_str | Universidad de la República |
| institution | Universidad de la República |
| instname_str | Universidad de la República |
| language | eng |
| language_invalid_str_mv | en |
| network_acronym_str | anni |
| network_name_str | oai-lr-anni |
| oai_identifier_str | oai:colibri.udelar.edu.uy:20.500.12008/23432 |
| publishDate | 2020 |
| publishDateSort | 2020 |
| publisher.none.fl_str_mv | Udelar.FI |
| reponame_str | COLIBRI |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| rights_invalid_str_mv | Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0) |
| spelling | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulationsTesturi, Carlos E.Stochastic lot-sizingMultistage stochastic mixed-integer programmingValid inequalityLead timeA stochastic capacitated discrete procurement problem with lead times, cancellation and postponement is addressed. The problem determines the expected cost minimization of satisfying the uncertain demand of a product during a discrete time planning horizon. The supply of the product is made through the purchase of optional distinguishable orders of fixed size with lead time. Due to the uncertainty of demand, corrective actions, such as order cancellation and postponement, may be taken with associated costs and time limits. The problem is modeled as an extension of a capacitated discrete lot-sizing problem with uncertain demand and lead times through a multistage stochastic mixed-integer programming approach. To improve the resolution of the model by tightening its formulation, valid inequalities are generated based on conventional inequalities. Subsets of approximately non dominated valid inequalities are determined heuristically. A procedure to tighten an upgraded formulation based on a known scheme of pairing of inequalities is proposed. Computational experiments are performed for several instances with different uncertainty information structure. The experimental results allow to conclude that the inclusion of subsets of the generated valid inequalities enable a more efficient resolution of the model.Udelar.FITesturi Carlos E.2020-03-23T21:59:51Z2020-03-23T21:59:51Z2020Tesis de doctoradoinfo:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/acceptedVersion45 p.application/pdfTesturi, C. Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations [en línea]. Tesis de doctorado. Montevideo : Udelar. FI. INCO. - PEDECIBA, 2020.1688-2776https://hdl.handle.net/20.500.12008/23432reponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaenengLas obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad de la República.(Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessLicencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)oai:colibri.udelar.edu.uy:20.500.12008/234322026-04-14T10:27:55Z |
| spellingShingle | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations Testuri, Carlos E. Stochastic lot-sizing Multistage stochastic mixed-integer programming Valid inequality Lead time |
| status_str | acceptedVersion |
| title | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations |
| title_full | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations |
| title_fullStr | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations |
| title_full_unstemmed | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations |
| title_short | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations |
| title_sort | Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations |
| topic | Stochastic lot-sizing Multistage stochastic mixed-integer programming Valid inequality Lead time |
| url | https://hdl.handle.net/20.500.12008/23432 |