In some statistical process control applications, a relationship between a response variable and an explanatory variable referred to as profile characterize the quality of a process or product and should be monitored over time. Many researches have been done in this area but in most of them, the successive observations in different levels of the explanatory variables are assumed to be independe...

In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production planning problems. In this paper we consider a basic version of this model in which demands (and other problem parameters) are stochastic: the stochastic uncapacitated lot-sizing problem (SULS). We define the production pat...

In this paper we present an ant-based algorithm for solving unconstrained multi-level lot-sizing problems called ant system for multi-level lot-sizing algorithm (ASMLLS). We apply a hybrid approach where we use ant colony optimization in order to find a good lot-sizing sequence, i.e. a sequence of the different items in the product structure in which we apply a modified Wagner-Whitin algorithm ...

e introduce a profit maximization version of the well-known Wagner-Whitin model for the deterministic uncapacitated single-item lot-sizing problem with lost sales. Demand cannot be backlogged, but it does not have to be satisfied, either. Costs and selling prices are assumed to be time-variant, differentiating our model from previous models with lost sales. Production quantities and levels of l...

We investigate the polyhedral structure of the lot-sizing problem with inventory bounds. We consider two models, one with linear cost on inventory, the other with linear and fixed costs on inventory. For both models, we identify facet-defining inequalities that make use of the inventory bounds explicitly and give exact separation algorithms. We also describe a linear programming formulation of ...

The textbook Dantzig-Wolfe decomposition for the Capacitated Lot Sizing Problem (CLSP), as already proposed by Manne in 1958, has an important structural deficiency. Imposing integrality constraints on the variables in the full blown master will not necessarily give the optimal IP solution as only production plans which satisfy the Wagner-Whitin condition can be selected. It is well known that ...

Generation of a Mediterranean long-term (1958– 2001) homogeneous high resolution environmental database constituted the main objective whitin the HIPOCAS Project. The high number of parameters included in this database allows a complete characterization of Mediterranean storms. In this paper, the HIPOCAS precipitation reliability over the Iberian Peninsula and the Balearic Islands is evaluated ...