Production
https://prod.org.br/article/doi/10.1590/0103-6513.075612
Production
Article

Modelos de programação estocástica no planejamento da produção de empresas moveleiras

Stochastic programming models in the production planning of furniture companies

Alem, Douglas; Morabito, Reinaldo

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Resumo

Esse trabalho aborda um problema de planejamento da produção típico de empresas moveleiras de pequeno porte, em que as demandas e os tempos de preparação dos estágios gargalos são variáveis aleatórias que podem ser aproximadas por um conjunto discreto e finito de cenários ponderados pelas correspondentes probabilidades de ocorrência. O problema com múltiplos cenários é modelado via programação estocástica de dois estágios com recurso. Para controlar a variabilidade dos custos de segundo estágio é proposto um modelo de recurso restrito que gera, progressivamente, um conjunto de soluções menos sensíveis às variações dos cenários, conforme a variabilidade é restringida a uma tolerância dada. Experiências numéricas indicam que, em muitas situações, não é muito dispendioso assegurar soluções aversas ao risco com bons níveis de serviço.

Palavras-chave

Planejamento da produção. Indústria moveleira. Programação estocástica. Aversão ao risco. Recurso restrito.

Abstract

This paper addresses a production planning problem that arises in small-scale furniture companies, where the demands and setup times of bottleneck operations are random variables that can be approximated by a discrete and finite number of scenarios that are weighted by their corresponding probabilities of occurrence. The problem is modeled under multiple scenarios via two-stage stochastic programming with recourse. To control the variability of the second-stage costs, we propose a restricted recourse model that generates a set of solutions that are less sensitive to the scenario changes because the variability is limited to a given tolerance. Numerical experiences indicate that, in some situations, risk-averse solutions with good service levels are not excessively expensive to obtain.

Keywords

Production planning. Furniture industry. Stochastic programming. Risk-aversion. Restricted recourse.

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