This is a summary of the author's PhD thesis supervised by Philippe Chrétienne and Safia Kedad-Sidhoum and defended in December 2005 at the Université Pierre et Marie Curie (Paris VI). The thesis is written in French and is available from http://absi.nabil.free.fr/ABSI-Thesis.pdf. This work mainly deals with multi-item capacitated lot-sizing problems with setup times, shortages on demand and safety stock deficit costs. We propose a new mathematical model that includes these new constraints. Three solution approaches are considered: branch-and-cut, Lagran-gean relaxation and MIP-based heuristics approaches. Experimental results showing the effectiveness and the limit of each approach are presented.