New valid inequalities and formulations for the static joint chance-constrained lot-sizing problem

DOI10.1007/S10107-022-01847-YMaRDI QIDQ6038656zbMATH OpenOpenAlexFDO

Authors Zeyang Zhang, Chuanhou Gao, James Luedtke

Publication date 2 May 2023

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-022-01847-y

zbMATH Keywords

finite set of scenariosrandom future demandsWagner-Whitin condition

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11) Production models (90B30)

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• On formulations of the stochastic uncapacitated lot-sizing problem
• Strategies for the Probabilistic Lot-Sizing Problem with Service-Level Constraints

Cites work

• A branch and bound method for stochastic integer problems under probabilistic constraints
• A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
• A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand
• A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
• A polyhedral study of the static probabilistic lot-sizing problem
• A polyhedral study on chance constrained program with random right-hand side
• A study of the lot-sizing polytope
• An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion
• An \(O(N^2)\)-time algorithm for the stochastic uncapacitated lot-sizing problem with random lead times
• An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints
• An integer programming approach for linear programs with probabilistic constraints
• Approximate extended formulations
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Dynamic version of the economic lot size model
• Lot-Sizing with Constant Batches: Formulation and Valid Inequalities
• Lot-size models with backlogging: Strong reformulations and cutting planes
• Mixing mixed-integer inequalities
• On mixing sets arising in chance-constrained programming
• On stochastic lot-sizing problems with random lead times
• On the mixing set with a knapsack constraint
• Polyhedra for lot-sizing with Wagner-Whitin costs
• Polynomial-Time Algorithms for Stochastic Uncapacitated Lot-Sizing Problems
• Production Planning by Mixed Integer Programming
• Solving Multi-Item Capacitated Lot-Sizing Problems Using Variable Redefinition
• Strategies for the Probabilistic Lot-Sizing Problem with Service-Level Constraints
• The mixed vertex packing problem.
• Uncapacitated lot sizing with backlogging: the convex hull
• Uncapacitated lot-sizing: The convex hull of solutions

Cited in

(7)

• Lot-Sizing with Constant Batches: Formulation and Valid Inequalities
• Capacity planning to cope with demand surges in fourth-party logistics networks under chance-constrained service levels
• Valid inequalities for two-period relaxations of big-bucket lot-sizing problems: zero setup case
• Stochastic dynamic lot-sizing with supplier-driven substitution and service level constraints
• A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand
• Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
• A polyhedral study of the static probabilistic lot-sizing problem

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