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Branch-and-Cut 알고리즘에서 Lot-Sizing 문제에 대한 Cutting Planes의 전산 성능 연구Computational Study of Cutting Planes for a Lot-Sizing Problem in Branch-and-Cut Algorithm

Other Titles
Computational Study of Cutting Planes for a Lot-Sizing Problem in Branch-and-Cut Algorithm
Authors
정광헌
Issue Date
Aug-2015
Publisher
한국경영과학회
Keywords
Mixed-Integer Programming (MIP); Branch-and-Cut; Lot-Sizing Problem; Separation
Citation
한국경영과학회지, v.40, no.3, pp.23 - 38
Journal Title
한국경영과학회지
Volume
40
Number
3
Start Page
23
End Page
38
URI
https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/10735
DOI
10.7737/JKORMS.2015.40.3.023
ISSN
1225-1119
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.
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