Computational Study of Cutting Planes for a Lot-Sizing Problem in Branch-and-Cut Algorithm

- Journal title : Journal of the Korean Operations Research and Management Science Society
- Volume 40, Issue 3, 2015, pp.23-38
- Publisher : The Korean Operations and Management Science Society
- DOI : 10.7737/JKORMS.2015.40.3.023

Title & Authors

Computational Study of Cutting Planes for a Lot-Sizing Problem in Branch-and-Cut Algorithm

Chung, Kwanghun;

Chung, Kwanghun;

Abstract

In this paper, we evaluate the strength of three families of cutting planes for a lot-sizing problem. Lot-sizing problem is very basic MIP model for production planning and many strong valid inequalities have been developed for a variety of relaxations in the literature. To use three families of cutting planes in Branch-and-Cut framework, we develop separation algorithms for each cut and implement them in CPLEX. Then, we perform computational study to compare the effectiveness of three cuts for randomly generated instances of the lot-sizing problem.

Keywords

Mixed-Integer Programming (MIP);Branch-and-Cut;Lot-Sizing Problem;Separation;

Language

English

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