On formulations of the stochastic uncapacitated lot-sizing problem

Authors:
Yongpei Guan;Shabbir Ahmed;Andrew J. Miller;George L. Nemhauser
Affiliations:
School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332, USA and School of Industrial Engineering, University of Oklahoma, Norman, OK 73019, USA;School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332, USA;Department of Industrial Engineering, University of Wisconsin, Madison, WI 53706, USA;School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332, USA
Venue:
Operations Research Letters
Year:
2006

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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.