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• W3104317019 abstract "We study the polyhedral structure of the static probabilistic lot-sizing problem and propose valid inequalities that integrate information from the chance constraint and the binary setup variables. We prove that the proposed inequalities subsume existing inequalities for this problem, and they are facet-defining under certain conditions. In addition, we show that they give the convex hull description of a related stochastic lot-sizing problem. We propose a new formulation that exploits the simple recourse structure, which significantly reduces the number of variables and constraints of the deterministic equivalent program. This reformulation can be applied to general chance-constrained programs with simple recourse. The computational results show that the proposed inequalities and the new formulation are effective for the the static probabilistic lot-sizing problems." @default.
• W3104317019 created "2020-11-23" @default.
• W3104317019 creator A5030522889 @default.
• W3104317019 creator A5076409244 @default.
• W3104317019 date "2017-09-25" @default.
• W3104317019 modified "2023-10-18" @default.
• W3104317019 title "A polyhedral study of the static probabilistic lot-sizing problem" @default.
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• W3104317019 doi "https://doi.org/10.1007/s10479-017-2641-x" @default.
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