Single-Scenario Facet Preservation for Stochastic Mixed-Integer Programs
We consider improving the polyhedral representation of the extensive form of a stochastic mixed-integer program (SMIP). Given a facet for a single-scenario version of an SMIP, our main result provides necessary and sufficient conditions under which this inequality remains facet-defining for the extensive form. We then present several implications, which show that common recourse structures … Read more