A comparison of mixed integer programming formulations of the capacitated lot-sizing problem

We propose a novel mixed integer programming formulation for the capacitated lot-sizing problem with set-up times and set-up carryover. We compare our formulation to two earlier formulations, the Classical and Modified formulations, and a more recent formulation due to Suerie and Stadtler. Extensive...

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Vydáno v:International journal of production research Ročník 56; číslo 23; s. 7064 - 7084
Hlavní autoři: Karagul, Hakan F., Warsing, Donald P., Hodgson, Thom J., Kapadia, Maaz S., Uzsoy, Reha
Médium: Journal Article
Jazyk:angličtina
Vydáno: London Taylor & Francis 02.12.2018
Taylor & Francis LLC
Témata:
capacitated lot sizing
Formulations
Integer programming
Job shops
Lot sizing
Lower bounds
Mixed integer
mixed integer linear programming
optimisation
printing industry
Production scheduling
set-up planning
ISSN:0020-7543, 1366-588X
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Shrnutí:We propose a novel mixed integer programming formulation for the capacitated lot-sizing problem with set-up times and set-up carryover. We compare our formulation to two earlier formulations, the Classical and Modified formulations, and a more recent formulation due to Suerie and Stadtler. Extensive computational experiments show that our formulation consistently outperforms the Classical and Modified formulations in terms of CPU time and solution quality. It is competitive with the Suerie-Stadtler (S&S) formulation, but outperforms all other formulations on the most challenging instances, those with low-capacity slack and a dense jobs matrix. We show that some of the differences in the performance of these various formulations arise from their different use of binary variables to represent production or set-up states. We also show that the LP relaxation of our Novel formulation provides a tighter lower bound than that of the Modified formulation. Our experiments demonstrate that, while the S&S formulation provides a much tighter LP bound, the Novel formulation is better able to exploit the intelligence of the CPLEX solution engine.
Bibliografie:ObjectType-Article-1
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ISSN:0020-7543
1366-588X
DOI:10.1080/00207543.2017.1401232