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 a pure integer set and the other 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.
Affiliations
Universita degli Studi Di TorinoDipartimento di Informatica
UCLouvainSSH/IMAQ - Institut multidisciplinaire pour la modélisation et l'analyse quantitative
Citations
APA
Chicago
FWB
Di Summa, M., & Wolsey, L. (2010). Lot-sizing with stock upper bounds and fixed charges. SIAM Journal on Discrete Mathematics, 24(3), 853-875. https://doi.org/10.1137/090751451 (Original work published 2010)