We consider the natural generalizations of blocking and anti-blocking polyhedra in infinite dimensions, and study issues related to duality and integrality of extreme points for these sets. Using appropriate finite truncations, we give conditions under which complementary slackness holds for primal-dual pairs of the infi nite linear programming problems associated with infi nite blocking and anti-blocking polyhedra. We also give conditions under which the extreme points of in finite blocking and anti-blocking polyhedra are integral. We illustrate an application of our results on an in finite-horizon lot-sizing problem.
Citation
H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology. November, 2013.