Lot-sizing with stock upper bounds and fixed charges
Marco Di Summa and
Laurence A. Wolsey
No 2009025, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
Abstract:
Here we study the discrete lot-sizing problem with an initial stock variable and an associated variable upper bound constraint. This problem is of interest in its own right, and is also a natural relaxation of the constant capacity lot-sizing problem with upper bounds and fixed charges on the stock variables. We show that the convex hull of solutions of the discrete lot-sizing problem is obtained as the intersection of two simpler sets, one involving just 0-1 variables and the second a mixing set with a variable upper bound constraint. For these two sets we derive both inequality descriptions and polynomial-size extended formulations of their respective convex hulls. Finally we carry out some limited computational tests on single-item constant capacity lot-sizing problems with upper bounds and fixed charges on the stock variables in which we use the extended formulations derived above to strengthen the initial mixed integer programming formulations.
Keywords: mixed integer programming; discrete lot-sizing; stock fixed costs; mixing sets (search for similar items in EconPapers)
Date: 2009-04-01
References: Add references at CitEc
Citations:
Downloads: (external link)
https://sites.uclouvain.be/core/publications/coredp/coredp2009.html (application/pdf)
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:cor:louvco:2009025
Access Statistics for this paper
More papers in LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS ().