The mixing Set with flows

Wolsey, Laurence;Conforti, Michèle;Di Summa, Marco
(2008) SIAM Journal on Discrete Mathematics — Vol. 29, n° 2, p. 396-407 (2008)

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Authors
  • Wolsey, LaurenceUCLouvain
    Author
  • Conforti, Michèle
    Author
  • Di Summa, Marco
    Author
Abstract
We consider the mixing set with flows: $s+x_t geq b_t, x_t leq y_t { m for} 1 leq t leq n; s in R^1_+, x in R^n_+, y in Z^n_+.$ It models a “flow version” of the basic mixing set introduced and studied by Günlük and Pochet [Math. Program., 90 (2001), pp. 429–457], as well as the most simple stochastic lot-sizing problem with recourse. More generally it is a relaxation of certain mixed integer sets that arise in the study of production planning problems. We study the polyhedron defined as the convex hull of the above set. Specifically we provide an inequality description, and we also characterize its vertices and rays.
Affiliations
  • Louvain School of ManagementOperations and Information

Citations

Wolsey, L., Conforti, M., & Di Summa, M. (2008). The mixing Set with flows. SIAM Journal on Discrete Mathematics, 29(2), 396-407. https://doi.org/10.1137/05064148X (Original work published 2008)