A New Dantzig-Wolfe Reformulation and Branch-and-Price Algorithm for the Capacitated Lot-Sizing Problem with Setup Times

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A New Dantzig-Wolfe Reformulation and Branch-and-Price Algorithm for the Capacitated Lot-Sizing Problem with Setup Times

The textbook Dantzig-Wolfe decomposition for the Capacitated Lot Sizing Problem (CLSP), as already proposed by Manne in 1958, has an important structural deficiency. Imposing integrality constraints on the variables in the full blown master will not necessarily give the optimal IP solution as only production plans which satisfy the Wagner-Whitin condition can be selected. It is well known that ...

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A Capacitated Lot Sizing Problem with Stochastic Setup Times

In this paper, we study a Capacitated Lot Sizing Problem with Stochastic Setup Times (CLSP-SST).We describe a mathematical model that considers both regular costs (including production, setup and inventory holding costs) and expected overtime costs (related to the excess usage of capacity). The CLSP-SST is formulated as a two-stage stochastic programming problem. A procedure is proposed to effe...

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A Horizon Decomposition Approach for the Capacitated Lot-Sizing Problem with Setup Times

We introduce Horizon Decomposition in the context of Dantzig-Wolfe Decomposition, and apply it to the Capacitated Lot-Sizing Problem with Setup Times. We partition the problem horizon in contiguous overlapping intervals and create subproblems identical to the original problem, but of smaller size. The user has the flexibility to regulate the size of the master problem and the subproblem via two...

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Solving Multi-Item Capacitated Lot-Sizing Problems with Setup Times by Branch-and-Cut

Instances of the multi–item capacitated lot–sizing problem with setup times (MCL) often appear in practice, either in standard form or with additional constraints, but they have generally been difficult to solve to optimality. In MCL demand for multiple items must be met over a time horizon, items compete for a shared capacity, and each setup uses up some of this capacity. In this paper we use ...

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Solving Multi - Item Capacitated Lot - Sizing Problems with Setup Times by Branch - and - Cut 1

We study the multi–item capacitated lot–sizing problem with setup times (MCL). This model appears often in practice, either in its pure form or with additional constraints, but it is very difficult to solve to optimality. In MCL demand for multiple items must be met over a time horizon, items compete for a shared capacity, and each setup uses up some of this capacity. By analyzing the polyhedra...

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ژورنال

عنوان ژورنال: Operations Research

سال: 2007

ISSN: 0030-364X,1526-5463

DOI: 10.1287/opre.1070.0404