%0 Conference Paper %F Oral %T A Lagrangian Relaxation Approach for Production Planning With Demand Uncertainty %+ Laboratoire d'Optimisation des Systèmes Industriels (LOSI) %A Chen, Haoxun %< avec comité de lecture %B 2006 International Conference on Service Systems and Service Management %C Troyes, France %I IEEE %P 1020-1025 %8 2006-10-25 %D 2006 %R 10.1109/ICSSSM.2006.320648 %K local search %K Lagrangian functions %K Production planning %K Uncertainty %K Stochastic processes %K Cost function %K Production systems %K Job shop scheduling %K Optimized production technology %K Stochastic systems %K lot sizing %K demand uncertainty %K Lagrangian relaxation %Z Computer Science [cs]/Operations Research [cs.RO]Conference papers %X A production planning problem with stochastic final demands is considered in this paper. The problem is to determine over a given time horizon the production quantity of each intermediate/final product at each facility of finite capacity so that a system-wide total cost is minimized while meeting given service level requirements for the final products. After reformulating the stochastic problem as a multi-item, multi-stage capacitated lot-sizing problem with a nonlinear cost function using deterministic equivalence, it is solved by using a Lagrangian relaxation approach enhanced with a local search based on a modified simplex algorithm. Numerical experiments show that the approach can find high quality near-optimal solutions for randomly generated problems of realistic sizes in a computation time much shorter than that of an exact algorithm. %G English %L hal-02477139 %U https://utt.hal.science/hal-02477139 %~ CNRS %~ UNIV-TROYES %~ UTT %~ LOSI