A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
Mathematical Programming: Series A and B
Production Planning by Mixed Integer Programming (Springer Series in Operations Research and Financial Engineering)
SIAM Journal on Discrete Mathematics
The Intersection of Continuous Mixing Polyhedra and the Continuous Mixing Polyhedron with Flows
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Sequential pairing of mixed integer inequalities
IPCO'05 Proceedings of the 11th international conference on Integer Programming and Combinatorial Optimization
On formulations of the stochastic uncapacitated lot-sizing problem
Operations Research Letters
Cutting Planes for Multistage Stochastic Integer Programs
Operations Research
Stochastic lot-sizing problem with deterministic demands and Wagner-Whitin costs
Operations Research Letters
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For the problem of lot-sizing on a tree with constant capacities, or stochastic lot-sizing with a scenario tree, we present various reformulations based on mixing sets. We also show how earlier results for uncapacitated problems involving (Q,S"Q) inequalities can be simplified and extended. Finally some limited computational results are presented.