| Article ID: | iaor1993453 |
| Country: | Netherlands |
| Volume: | 52 |
| Issue: | 3 |
| Start Page Number: | 315 |
| End Page Number: | 325 |
| Publication Date: | Jun 1991 |
| Journal: | European Journal of Operational Research |
| Authors: | Wagelmans Albert, Van Hoesel Stan, Kolen Antoon |
| Keywords: | programming: linear |
A linear description for the economic lot-sizing problem consisting of exponentially many linear inequalities was given by Barany, Van Roy and Wolsey in 1984. Using this formulation the authors present a dual algorithm for the economic lot-sizing problem, which is of the same complexity as the Wagner and Whitin dynamic programming algorithm. Besides its use in sensitivity analysis the dual algorithm also provides an alternative proof of the fact that the linear description is complete.