We consider a multi-item lot-sizing problem in which there are demands, and unit production and storage costs. In addition production of any mix of items is measured in batches of fixed size, and there is a fixed set-up cost per batch in each period. Suppose that the unit production costs are...

We consider a multi-item lot-sizing problem in which there are demands, and unit production and storage costs. In addition production of any mix of items is measured in batches of fixed size, and there is a fixed set-up cost per batch in each period. Suppose that the unit production costs are...