Artículos de revistas
On the cutting stock problem under stochastic demand
Fecha
2010Registro en:
ANNALS OF OPERATIONS RESEARCH, v.179, n.1, p.169-186, 2010
0254-5330
10.1007/s10479-008-0454-7
Autor
ALEM JR., Douglas Jose
MUNARI JR., Pedro Augusto
ARENALES, Marcos Nereu
FERREIRA, Paulo Augusto Valente
Institución
Resumen
This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items due to the decisions made in the first stage. The problem`s objective is to minimize the total expected cost incurred in both stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known measures of uncertainty effects in stochastic programming: the value of stochastic solution-VSS-and the expected value of perfect information-EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches, even under small variations in the parameters of the problem.