An O (N2)-time algorithm for the stochastic uncapacitated lot-sizing problem with random lead times

Ruiwei Jiang, Yongpei Guan

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

In this paper, we develop a dynamic programming algorithm for the scenario-tree-based stochastic uncapacitated lot-sizing problem with random lead times. Our algorithm runs in O(N2) time, where N is the input size of the scenario tree, and improves the recently developed algorithm that runs in O(N3) time.

Original languageEnglish (US)
Pages (from-to)74-77
Number of pages4
JournalOperations Research Letters
Volume39
Issue number1
DOIs
StatePublished - Jan 1 2011

Keywords

  • Dynamic programming
  • Lot-sizing
  • Random lead time
  • Stochastic programming

ASJC Scopus subject areas

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

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