Supervision : Safia KEDAD-SIDHOUM

Co-supervision : GICQUEL Céline

Génération des coupes et approches basées sur la décomposition pour résoudre des problèmes lot-sizing stochastiques à plusieurs étapes

This thesis studies one of the many problems to be addressed by industrial companies when managing their remanufacturing operations: production planning decision under uncertainty. Within a remanufacturing context, production planning consists in deciding about the products to be disassembled, refurbished and reassembled, the timing and level of production as well as the resources to be used so as to meet the customers’ demand for the remanufactured products in the most efficient and economical possible way. We consider a multi-stage decision process corresponding to the case where the value of the uncertain parameters unfolds following a discrete-time stochastic process and the production decisions can be made progressively as more and more information on the demand and cost realizations are collected. The problem can be formulated as a mixed-integer linear program (MILP), however, its direct resolution by a mathematical programming solver poses somes computational difficulties in practice. Our main objective in this thesis is thus to develop mathematical models and algorithms which could ultimately form the basis of decision support tools enabling industrial managers to efficiently plan production activities for complex remanufacturing production systems. We first propose several valid inequalities that can be used to effectively solve the medium-sized problems through a branch-and-cut algorithm. Then, we investigate a decomposition approach for solving (very) large-sized problems based on the stochastic dual dynamic integer programming (SDDiP) approach. For this novel approach, a new dynamic programming formulation and cuts generation strategy are proposed.

2018-2022 Publications

• 2022
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Combining polyhedral approaches and stochastic dual dynamic integer programming for solving the uncapacitated lot-sizing problem under uncertainty”, INFORMS Journal on Computing, vol. 34 (2), pp. 1024-1041, (Institute for Operations Research and the Management Sciences (INFORMS)) (2022)
• 2021
  • F. Quezada : “Génération des coupes et approches basées sur la décomposition pour résoudre des problèmes lot-sizing stochastiques à plusieurs étapes”, thesis, phd defence 10/28/2021, supervision Kedad-sidhoum, Safia, co-supervision : Gicquel, Céline (2021)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “New valid inequalities for a multi-echelon multi-item lot-sizing problem with returns and lost sales”, ICCL 2021: International Conference on Computational Logistics, vol. 13004, Lecture Notes in Computer Science, Enschede (online), Netherlands, pp. 192-207, (Springer) (2021)
  • J. Moraga‑Correa, F. Quezada, L. Rojo‑González, Ó. Vásquez : “The balanced dispatching problem in passengers transport services on demand”, Expert Systems with Applications, vol. 177, pp. 114918, (Elsevier) (2021)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “New valid inequalities for a multi-item multi-echelon lot-sizing problem with returns and lost sales”, IWLS 2021 - International Workshop on Lot-Sizing, online streaming, France (2021)
  • F. Quezada, E. Hyon : “A practical assessment of MDP and Stochastic Programming approach on the Stochastic Uncapacitated Lot-Sizing problem”, ROADEF2021, 22^e congrès annuel de la société Française de Recherche Opérationnelle et d’Aide à la Décision, Mulhouse (en ligne), France (2021)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “A partial nested decomposition approach for remanufacturing planning under uncertainty”, IFIP Advances in Information and Communication Technology, vol. AICT-631 (Part II), Advances in Production Management Systems. Artificial Intelligence for Sustainable and Resilient Production Systems, Nantes, France, pp. 663-672, (Springer International Publishing), (ISBN: 978-3-030-85901-5) (2021)
• 2020
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Combining polyhedral approaches and stochastic dual dynamic integer programming for solving the uncapacitated lot-sizing problem under uncertainty”, (2020)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum, D. Vu : “A multi-stage stochastic integer programming approach for a multi-echelon lot-sizing problem with returns and lost sales”, Computers and Operations Research, vol. 116, pp. 104865, (Elsevier) (2020)
• 2019
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Stochastic lot-sizing problem with remanufacturing: a dual dynamic decomposition approach”, PGMO Days, Paris, France (2019)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “A dynamic programming based decomposition approach for the stochastic uncapacitated single-item lot-sizing problem”, IWLS 2019 - 10^th International Workshop on Lot sizing, Paris, France, pp. 73-77 (2019)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “A Stochastic Dual Dynamic Integer Programming for the Uncapacitated Lot-Sizing Problem with Uncertain Demand and Costs”, Proceedings of the Twenty-Ninth International Conference on Automated Planning and Scheduling, Berkeley, United States, pp. 353-361, (AAAI Press) (2019)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Stochastic dual dynamic integer programming for a multi-echelon lot-sizing problem with remanufacturing and lost sales”, CODIT 2019- 6^th IEEE International Conference on Control, Decision and Information Technologies, Paris, France, pp. 1254-1259, (IEEE) (2019)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Stochastic uncapacitated single-item lot-sizing problem: a dual dynamic decomposition approach”, ROADEF 2019 - 20^e congrès de la société Française de Recherche Opérationnelle et d’Aide à la Décision, Le Havre, France (2019)
• 2018
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Stochastic lot-sizing for remanufacturing planning with lost sales and returns”, IWLS 2018 - 9^th International Workshop on Lot sizing, Ubatuba, Brazil (2018)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Valid inequalities for solving a stochastic lot-sizing problem with returns”, ISMP 2018 - 23^rd Symposium on Mathematical Programming, Bordeaux, France (2018)
  • F. Quezada, C. Gicquel, S. Kedad‑Sidhoum : “Lot-sizing for remanufacturing under uncertainty: a stochastic multi-stage mixed-integer programming approach”, ROADEF 2018 - 19^e congrès de la société française de Recherche Opérationnelle et d'Aide à la Décision, Lorient, France (2018)