A multi-stage stochastic programming model for lot-sizing problem with onsite generation of renewable energy
Résumé
One way to achieve energy efficiency in manufacturing is to equip plants
with on-site renewable energy generation systems to partially power industrial
processes. However, renewable energy sources are highly intermittent and their
availability is difficult to predict accurately. Therefore, we study an integrated
industrial production and energy supply planning problem under uncertain renewable
energy availability. We propose a multi-stage stochastic programming
model for this problem. The intermittency of renewable energy generation and
the uncertainty of the demand are represented by a scenario tree. The resulting
production and energy supply planning can be seen as a multi-stage
decision process where some decisions are made at the beginning of the planning
horizon whereas the others are postponed to later decision stages when
more information on the uncertain parameters are revealed. At the beginning
of the planning horizon, we build a setup and startup plan for a proportional
lot-sizing and scheduling problem in a single-machine multi-item setting. Then
based on the available information on renewable energy generation and demand,
an energy supply and adjusted production plan is constructed for the upcoming
stage, which has to satisfy the startup plan of the system previously determined
at the beginning of the planning horizon. Computational experiments will be
presented to show the practical efficiency of the proposed approach.