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

Branch-and-Cut 알고리즘에서 Lot-Sizing 문제에 대한 Cutting Planes의 전산 성능 연구

Chung, Kwanghun
정광헌

  • Received : 2015.07.24
  • Accepted : 2015.07.30
  • Published : 2015.08.31

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

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Acknowledgement

Supported by : Hongik University