MIP-based heuristics for multi-item capacitated lot-sizing problem with setup times and shortage costs

We address a multi-item capacitated lot-sizing problem with setup times that arises in real-world production planning contexts. Demand cannot be backlogged, but can be totally or partially lost. Safety stock is an objective to reach rather than an industrial constraint to respect. The problem is NP-hard. A mixed integer mathematical formulation is presented. We propose … Read more

The polar of a simple mixed-integer set

We study the convex hull $P$ of the set $S = \{(x, y) \in \Re_{+} \times Z^{n}: x + B_{i} y_{ij} \geq b_{ij}, j \in N_{i}, i \in M\}$, where $M = \{1, \ldots, m\}$, $N_{i} = \{1, \ldots, n_{i}\}$ $\forall i \in M$, $\sum_{i = 1}^{m}n_{i} = n$, and $B_{1} | \cdots | B_{m}$. … Read more

Lot Sizing with Inventory Bounds and Fixed Costs: Polyhedral Study and Computation

We investigate the polyhedral structure of the lot-sizing problem with inventory bounds. We consider two models, one with linear costs on inventory, the other with linear and fixed costs on inventory. For both models, we identify facet-defining inequalities that make use of the inventory capacities explicitly and give exact separation algorithms. We also give a … Read more