Industrial
and
EIN 6918: Graduate Seminar
Spring 2008
April 23, 2008
1:55 PM, FLG 225
Dynamic Programming
Based Inequalities for the Capacitated Lot-Sizing Problem
Department of Industrial and Systems
Engineering
University of Florida
Abstract
Iterative solutions of dynamic programming
formulations for the capacitated lot-sizing problem are used to generate valid
inequalities for an equivalent mixed integer programming formulation. The cuts
are shown to be quite effective in solving instances when compared to solving
the MIP formulation directly with CPLEX and against other cutting plane
approaches. The method may also show promise in more general applications.
[Joint work with Joseph C. Hartman and J.
Cole Smith]