1. Partial objective inequalities for the multi-item capacitated lot-sizing problem
- Author
-
I. Esra Büyüktahtakın, J. Cole Smith, and Joseph C. Hartman
- Subjects
Mathematical optimization ,021103 operations research ,General Computer Science ,Inequality ,Computer science ,media_common.quotation_subject ,0211 other engineering and technologies ,Time horizon ,Polytope ,0102 computer and information sciences ,02 engineering and technology ,Management Science and Operations Research ,01 natural sciences ,Dynamic programming ,Production planning ,010201 computation theory & mathematics ,Modeling and Simulation ,Programming paradigm ,Branch and cut ,Integer programming ,Envelope (motion) ,media_common - Abstract
In this paper, we study a mixed-integer programming model of the single-level multi-item capacitated lot-sizing problem (MCLSP), which incorporates shared capacity on the production of items for each period throughout a planning horizon. We derive valid bounds on the partial objective function of the MCLSP formulation by solving the first t periods of the problem over a subset of all items, using dynamic programming and integer programming techniques. We also develop algorithms for strengthening these valid inequalities by back-lifting techniques. These inequalities can be utilized within a cutting-plane algorithm, in which we perturb the partial objective function coefficients to identify violated inequalities to the MCLSP polytope. Our computational results show that the envelope inequalities are very effective for the MCLSP instances with different capacity and cost characteristics, when compared to the (l, S) inequalities.
- Published
- 2018