A Horizon Decomposition Approach for the Capacitated Lot-Sizing Problem with Setup Times

@article{Fragkos2016AHD,
  title={A Horizon Decomposition Approach for the Capacitated Lot-Sizing Problem with Setup Times},
  author={Ioannis Fragkos and Zeger Degraeve and Bert De Reyck},
  journal={INFORMS Journal on Computing},
  year={2016},
  volume={28},
  pages={465-482}
}
We introduce Horizon Decomposition in the context of Dantzig-Wolfe Decomposition, and apply it to the Capacitated Lot-Sizing Problem with Setup Times. We partition the problem horizon in contiguous overlapping intervals and create subproblems identical to the original problem, but of smaller size. The user has the flexibility to regulate the size of the master problem and the subproblem via two scalar parameters. We investigate empirically which parameter configurations are efficient, and… CONTINUE READING