A branch-and-cut algorithm for the stochastic uncapacitated by Guan Y., Ahmed Sh.

By Guan Y., Ahmed Sh.

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Progressive hedging as a meta-heuristic applied to stochastic lot-sizing. European Journal of Operations Research 132, 103–109 (2001) 14. : Facets and algorithms for capacitated lot-sizing. Mathematical Programming 45, 331–359 (1989) 15. : The uncapacitated lot-sizing problem with sales and safety stocks. Math. Program. 89, 487–504 (2001) 16. : A branch-and-price algorithm for multi-stage stochastic integer programming with application to stochastic batch-sizing problems. Working paper, Department of Systems and Industrial Engineering, University of Arizona, Tucson, AZ, 2003 17.

Oper. Res. Lett. 7, 109–115 (1988) 20. : Lot-sizing with constant batches: Formulation and valid inequalities. Mathe. Oper. Res. 18, 767–785 (1993) 21. , Shapiro, A. (eds): Stochastic Programming. Handbooks in Operations Research and Management Science 10. Elsevier, 2003. 22. : Polyhedral characterization of the economic lot-sizing problem with start-up costs. SIAM J. Discrete Math. 7, 141–151 (1994) 23. : Economic lot sizing: An O(n log n) algorithm that runs in linear time in the Wagner-Whitin case.

The uncapacitated lot-sizing problem with sales and safety stocks. Math. Program. 89, 487–504 (2001) 16. : A branch-and-price algorithm for multi-stage stochastic integer programming with application to stochastic batch-sizing problems. Working paper, Department of Systems and Industrial Engineering, University of Arizona, Tucson, AZ, 2003 17. : Polyhedral Approaches to Capacitated Lot-Sizing Problems. D. dissertation, Georgia Institute of Technology, 1999 18. : Integer and Combinatorial Optimization.

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