[QGK18] Stochastic lot-sizing for remanufacturing planning with lost sales and returns
Conférence Internationale avec comité de lecture :
IWLS,
August 2018,
Brazil,
motcle:
Résumé:
We propose a branch-and-cut framework to solve the resulting large-size mixed integer
linear program. The algorithm relies on a new set of valid inequalities obtained by
mixing previously known path inequalities. These valid inequalities increase
exponentially in the number of nodes in the scenario tree. We provide an efficient
cutting-plane generation strategy to identify the useful subset of this class.
Our computational experiments show that the proposed method is capable of significantly
decreasing the computation time needed to obtain guaranteed optimal solutions.