TY - BOOK
T1 - Using geometric techniques to improve dynamic programming algorithms for the economic lot-sizing problem and extensions
AU - Wagelmans, A.P.M.
AU - Moerman, B.
AU - Hoesel, van, C.P.M.
PY - 1992
Y1 - 1992
N2 - In this paper we discuss two basic geometric techniques that can be used to speed up certain types of dynamic programs. We first present the algorithms in a general form, and then we show how these techniques can be applied to the economic lot-sizing problem and extensions. Furthermore, it is illustrated that the geometric techniques can be used to give elegant and insightful proofs of structural results, like Wagner and Whitin's planning horizon theorem. Finally, we present results of computational experiments in which new algorithms for the economic lot-sizing problem are compared with each other, as well as with other algorithms from the literature.
Keywords: Dynamic programming, computational analysis, lot-sizing, inventory
AB - In this paper we discuss two basic geometric techniques that can be used to speed up certain types of dynamic programs. We first present the algorithms in a general form, and then we show how these techniques can be applied to the economic lot-sizing problem and extensions. Furthermore, it is illustrated that the geometric techniques can be used to give elegant and insightful proofs of structural results, like Wagner and Whitin's planning horizon theorem. Finally, we present results of computational experiments in which new algorithms for the economic lot-sizing problem are compared with each other, as well as with other algorithms from the literature.
Keywords: Dynamic programming, computational analysis, lot-sizing, inventory
M3 - Report
T3 - Memorandum COSOR
BT - Using geometric techniques to improve dynamic programming algorithms for the economic lot-sizing problem and extensions
PB - Technische Universiteit Eindhoven
CY - Eindhoven
ER -