POLYHEDRA FOR LOT-SIZING WITH WAGNER-WHITIN COSTS

We examine the single-item lot-sizing problem with Wagner-Whitin costs over an n period horizon, i.e. p(t) + h(t) greater than or equal to p (t+1) for t = 1, ..., n-1, where p(t), h(t) are the unit production an d storage costs in period t respectively, so it always pays to produce as late as possible. We describe integral polyhedra whose solution as linear programs solve the uncapacitated problem (ULS), the uncapacita ted problem with backlogging (BLS), the uncapacitated problem with sta rtup costs (ULSS) and the constant capacity problem (CLS), respectivel y. The polyhedra, extended formulations and separation algorithms are much simpler than in the general cost case. In particular for models U LS and ULSS the polyhedra in the original space have only O(n(2)) face ts as opposed to O(2(n)) in the general case. For CLS and BLS no expli cit polyhedral descriptions are known for the general case in the orig inal space. Here we exhibit polyhedra with O(2(n)) facets having an O( n(2) log n) separation algorithm for CLS and O(n(3)) for BLS, as well as extended formulations with O(n(2)) constraints in both cases, O(n(2 )) variables for CLS and O(n) variables for BLS.