Scheduling of a multiproduct batch plant by two-stage stochastic integer programming

Engell, Sebastian; Märkert, Andreas; Sand, Guido; Schultz, Rüdiger LSF

We consider the mid-term scheduling of a multiproduct batch plant. Market requirements for the final products are uncertain but given in terms of a probability distribution. We introduce a two-stage stochastic integer programming model for the problem and solve it by a scenario decomposition method based on Lagrangian relaxation. We describe heuristics and preprocessing for both the single- and the multi-scenario models. Preliminary computational results are presented.

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Engell, Sebastian / Märkert, Andreas / Sand, Guido / et al: Scheduling of a multiproduct batch plant by two-stage stochastic integer programming. 2012.

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