The capacitated lot-sizing problem with set-up carryover and set-up splitting (CLSP-SCSS) is formulated as a mixed integer linear program. We define set-up carryover as the production of a product that is continued over from one period to another without incurring an extra set-up. Set-up splitting occurs when the set-up for a product is started at the end of a period and completed at the beginning of the next period. We allow product dependent set-ups. Initial experimentation highlights the importance of including set-up splitting in the CLSP model. In 12 out of the 18 problem instances tested, our model yielded better solutions or removed infeasibility when compared with a CLSP model without set-up splitting. © 2012 Taylor & Francis.