On the capacitated lot-sizing and continuous 0-1 knapsack polyhedra

We consider the single itemcapacitated lot{sizingproblem, a well-known productionplanningmodelthat often arises in practical applications, and derive new classes of valid inequalities for it. We also derive new easily computable valid inequalities for the continuous 0{1 knapsack problem. The continuous 0{1 knapsack problemhas been introduced recently and has been shown to provide a useful relaxation of mixed 0-1 integer programs. Finally, we show that by studying an appropriate continuous 0-1 knapsack relaxation of the capacitated lot{sizing problem, it is possible to derive strengthenings of most of the known classes of inequalities for the capacitated lot{sizing problem.

• Type: Journal
• Year: 2000
• Where: EOR
• Authors: Andrew J. Miller, George L. Nemhauser, Martin W. P. Savelsbergh
• Keywords: Computable Valid Inequalities, Continuous 0-1 Knapsack, EOR 2000, Valid Inequalities