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A Lagrangian Relaxation of the Capacitated Multi-Item Lot Sizing Problem Solved with an Interior Point Cutting Plan Algorithm

Author

Listed:
  • du Merle, O
  • Goffin, J-L
  • Trouiller, C
  • Vial, J-Ph

Abstract

The capacitated multi-item lot sizing problem consists of finding a production schedule that minimizes over a finite number of periods the total production, holding inventory, and setup costs subject to demand and capacity constraints. Approximate solutions can be obtained by heuristics. In this paper we consider an appraoch based on a Lagrangian relaxation fo the capacity constraints.

Suggested Citation

  • du Merle, O & Goffin, J-L & Trouiller, C & Vial, J-Ph, 1997. "A Lagrangian Relaxation of the Capacitated Multi-Item Lot Sizing Problem Solved with an Interior Point Cutting Plan Algorithm," Papers 97.11, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Handle: RePEc:fth:ehecge:97.11
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    Citations

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    Cited by:

    1. François Vanderbeck, 1998. "Lot-Sizing with Start-Up Times," Management Science, INFORMS, vol. 44(10), pages 1409-1425, October.
    2. Jans, R.F. & Degraeve, Z., 2005. "Modeling Industrial Lot Sizing Problems: A Review," ERIM Report Series Research in Management ERS-2005-049-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    3. Jans, Raf & Degraeve, Zeger, 2007. "Meta-heuristics for dynamic lot sizing: A review and comparison of solution approaches," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1855-1875, March.

    More about this item

    Keywords

    MATHEMATICS ; STATISTICS;

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

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