Progressive hedging as a meta-heuristic applied to stochastic lot-sizing.
Kjetil K. HaugenArne LøkketangenDavid L. WoodruffPublished in: Eur. J. Oper. Res. (2001)
Keyphrases
- lot sizing
- metaheuristic
- assembly systems
- multistage
- single item
- optimization problems
- multi item
- tabu search
- search space
- simulated annealing
- mixed integer
- cutting stock
- stochastic inventory control
- rolling horizon
- inventory systems
- lead time
- combinatorial optimization
- ant colony optimization
- mixed integer programming
- lot size
- production planning
- reinforcement learning