Fix-and-Optimize and Variable Neighborhood Search Approaches for Stochastic Multi-Item Capacitated Lot-Sizing Problems

Algorithm 2

FO-VNS for S-MICLSP.

() Set an initial feasible solution of the model

()  = , = , and

() repeat

()  (local search) Apply the new FO approach as local search engine to solve S-MICLSP, with the neighborhood

    constraint . Then is obtained.

()  if then

()    = = , and

()  else

()    = , and

()   if then

(0)    

()   end if

()  end if

()  (shaking) Use the new FO approach and the tabu list to generate a new starting solution from the current solution

    . If the solution is better and does not exist in the tabu list, insert it into the list and let .

()  Check the current computation time .

() until