Dynamic-programming-based inequalities for the capacitated lot-sizing problem

Joseph Hartman, İ. Büyüktahtakin and J. Smith

IISE Transactions, 2010, vol. 42, issue 12, 915-930

Abstract: Iterative solutions of forward dynamic programming formulations for the capacitated lot sizing problem are used to generate inequalities for an equivalent integer programming formulation. The inequalities capture convex and concave envelopes of intermediate-stage value functions and can be lifted by examining potential state information at future stages. Several possible implementations that employ these inequalities are tested and it is demonstrated that the proposed approach is more efficient than alternative integer programming–based algorithms. For certain datasets, the proposed algorithm also outperforms a pure dynamic programming algorithm for the problem.

Date: 2010
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1080/0740817X.2010.504683 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:uiiexx:v:42:y:2010:i:12:p:915-930

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/uiie20

DOI: 10.1080/0740817X.2010.504683

Access Statistics for this article

IISE Transactions is currently edited by Jianjun Shi

More articles in IISE Transactions from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().