Journal
OPERATIONS RESEARCH LETTERS
Volume 38, Issue 5, Pages 414-419Publisher
ELSEVIER
DOI: 10.1016/j.orl.2010.05.007
Keywords
Stochastic programming; Lot-sizing; Polyhedral combinatorics; Integer programming
Categories
Funding
- US National Science Foundation [CMMI-0748204]
- US Department of Defense [N000141010749]
Ask authors/readers for more resources
In this paper, we consider a two-stage stochastic uncapacitated lot-sizing problem with deterministic demands and Wagner-Whitin costs. We develop an extended formulation in the higher dimensional space that provides integral solutions by showing that its constraint matrix is totally unimodular. We also provide the integral polyhedron of the problem in the original space by projecting the extended formulation to the original space. (C) 2010 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available