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On formulations of the stochastic uncapacitated lot-sizing problem |
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| Authors: | Yongpei Guan Shabbir Ahmed |
| Institution: | a School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332, USA b Department of Industrial Engineering, University of Wisconsin, Madison, WI 53706, USA c School of Industrial Engineering, University of Oklahoma, Norman, OK 73019, USA |
| Abstract: | We consider two formulations of a stochastic uncapacitated lot-sizing problem. We show that by adding (?,S) inequalities to the one with the smaller number of variables, both formulations give the same LP bound. Then we show that for two-period problems, adding another class of inequalities gives the convex hull of integral solutions. |
| Keywords: | Lot-sizing Mixed integer programming Reformulation Convex hull Separation |
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