In this paper, we develop mixed integer linear programming models to compute near-optimal policy parameters for the non-stationary stochastic lot sizing problem under Bookbinder and Tan’s static-dynamic uncertainty strategy. Our models build on piecewise linear upper and lower bounds of the first order loss function. We discuss different formulations of the stochastic lot sizing problem, in whi...

\Optimal wire sizing and buuer insertion for low power and a generalized delay model," in Proc. 17 problems are solved in the context of simultaneous device and wire sizing optimization for deep submicron designs. Experiments show that our LR-based optimization algorithm is very eeective and extremely eecient. Up to 16.5% delay reduction is observed when compared with previous work based on the...

Abstract We consider a lot-sizing problem with set-ups where the demands are uncertain, and propose novel approach to evaluate inventory costs. An interval uncertainty is assumed for demands. Between two consecutive production periods, adversary chooses set demand either its higher value or lower in order maximize (holding backlog) A mixed-integer model devised column-and-row generation algorit...

In this paper, we present a completely new approach to the problem of delay minimization by simultaneous buffer insertion and wire sizing for a wire. We show that the problem can be formulated as a convex quadratic program, which is known to be solvable in polynomial time. Nevertheless, we explore some special properties of our problem and derive an optimal and very efficient algorithm modified...

L.A. Wolsey * A class of strong valid inequalities is described for the single-item uncapacitated economic lot-sizing problem with start-up costs. It is shown that these inequalities yield a complete polyhedral characterization of the problem. The corresponding separation problem is formulated as a shortest path problem. Finally, a reformulation as a plant location problem is shown to imply the...

In this paper, we study deterministic dynamic lot-sizing problems with service level constraints on the total number of periods in which backorders can occur over the finite planning horizon. We give a natural mixed integer programming formulation for the single item problem (LS-SL-I) and study the structure of its solution. We show that an optimal solution to this problem can be found in O(n2κ...

One of the fundamental problems in operations management is to determine the optimal investment in capacity. Capacity investment consumes resources and the decision is often irreversible. Moreover, the available capacity level affects the action space for production and inventory planning decisions directly. In this paper, we address the joint capacitated lot sizing and capacity acquisition pro...

We address a multi-item capacitated lot-sizing problem with setup times, stock and demand shortages. 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. In this paper we consider an approach based on a lagrangean relaxation of the capacity constraints to generate a lower bound of the optimal va...