On formulations of the stochastic uncapacitated lot-sizing problem

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Article ID:	iaor20062591
Country:	Netherlands
Volume:	34
Issue:	3
Start Page Number:	241
End Page Number:	360
Publication Date:	May 2006
Journal:	Operations Research Letters
Authors:	Nemhauser George L., Ahmed Shabbir, Miller Andrew J., Guan Yongpei
Keywords:	stochastic processes, programming: integer

Abstract:

We consider two formulations of a stochastic uncapacitated lot-sizing problem. We show that by adding (1,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.

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