Abstract: In a previous work we introduced a global StockingCost constraint to compute the total number of periods between the production periods and the due dates in a multi-order capacitated lot-sizing problem. Here we consider a more general case in which each order can have a different per period stocking cost and the goal is to minimise the total stocking cost. In addition the production capacity, limiting the number of orders produced in a given period, is allowed to vary over time. We propose an efficient filtering algorithm in O(n log n) where n is the number of orders to produce. On a variant of the capacitated lot-sizing problem, we demonstrate experimentally that our new filtering algorithm scales well and is competitive wrt the StockingCost constraint when the stocking cost is the same for all orders.
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