The mixing set with flows

Conforti, Michele;Wolsey, Laurence;Di Summa, Marco
(2005)

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Authors
  • Conforti, Michele
    Author
  • Wolsey, LaurenceUCLouvain
    Author
  • Di Summa, MarcoUCLouvain
    Author
Abstract
We consider here the mixing set with flows: s + xt >= bt, xt <= yt for 1 <= t <= n; s [belongs] R+exp.1+, x [belongs] R+exp.n, y [belongs] Z+exp.n. It models the "flow version" of the basic mixing set introduced and studied by Gunluk and Pochet, as well as the most simple stochastic lot-sizing problem with recourse, and more generally is a relaxation of certain mixed integer sets that arise in the study of production planning problems. We study the polyhedron obtained by convexifying the above set. Specifically we provide a system of inequalities that gives its external description and characterize its vertices and rays.
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Citations

Conforti, M., Wolsey, L., & Di Summa, M. (2005). The mixing set with flows (CORE Discussion Papers 2005/92). https://hdl.handle.net/2078.5/35594