Federgruen–Tzur general

Federgruen–Tzur general

Class: ULSAlgorithms.Exact.FedergruenTzur.FedergruenTzurSolver

Family: Geometric DP
Time: O(T log T)
Memory: O(T)
Applicability: General time-varying ULS costs

Description

Federgruen–Tzur general is a direct exact ULS method in the Geometric DP family. It solves the problem without requiring an external mathematical-programming engine and returns an optimal solution when its applicability conditions are satisfied.

Minimal API

IUlsSolver solver = new FedergruenTzurSolver();
UlsSolveResult result = solver.Solve(problem);

Scientific source

Federgruen & Tzur (1991), A Simple Forward Algorithm to Solve General Dynamic Lot Sizing Models with n Periods in O(n log n) or O(n) Time, Management Science 37(8), 909-925

Full class reference

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