A math-heuristic dantzig-wolfe algorithm for the capacitated lot sizing problem

Authors:
Marco Caserta;Stefan Voß
Affiliations:
IE Business School, Madrid, Spain;Institute of Information Systems (IWI), University of Hamburg, Hamburg, Germany
Venue:
LION'12 Proceedings of the 6th international conference on Learning and Intelligent Optimization
Year:
2012

Citing 9
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A New Dantzig-Wolfe Reformulation and Branch-and-Price Algorithm for the Capacitated Lot-Sizing Problem with Setup Times

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Matheuristics: Hybridizing Metaheuristics and Mathematical Programming

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A generic view of Dantzig-Wolfe decomposition in mixed integer programming

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A math-heuristic Dantzig-Wolfe algorithm for capacitated lot sizing

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Abstract

The multi-item multi-period capacitated lot sizing problem with setups (CLST) is a well known optimization problem with wide applicability in real-world production planning problems. Based on a recently proposed Dantzig-Wolfe approach we present a novel math-heuristic algorithm for the CLST. The major contribution of this paper lies in the presentation of an algorithm that exploits exact techniques (Dantzig-Wolfe) in a metaheuristic fashion, in line with the novel trend of math-heuristic algorithms. To the best of the authors' knowledge, it is the first time that such technique is employed within a metaheuristic framework, with the aim of tackling challenging instances in short computational time.