In this paper we discuss the generation of strong valid inequalities for (mixed) integer knapsack sets based on lifting of valid inequalities for basic knapsack sets with two integer variables (and one continuous variable). The description of the basic polyhedra can be made in polynomial time. We use superadditive valid functions in order to obtain … Read more
The Facility Location Model with Risk Pooling (LMRP) extends the uncapacitated fixed charge model to incorporate inventory decisions at the distribution centers (DCs). In this paper, we introduce a capacitated version of the LMRP that handles inventory management at the DCs such that the capacity limitations at the DCs are not exceeded. We consider a … Read more
We investigate the polyhedral structure of the lot-sizing problem with inventory bounds. We consider two models, one with linear costs on inventory, the other with linear and fixed costs on inventory. For both models, we identify facet-defining inequalities that make use of the inventory capacities explicitly and give exact separation algorithms. We also give a … Read more
We review strong inequalities for fundamental knapsack relaxations of (mixed) integer programs. These relaxations are the 0-1 knapsack set, the mixed 0-1 knapsack set, the integer knapsack set, and the mixed integer knapsack set. Our aim is to give a unified presentation of the inequalities based on covers and packs and highlight the connections among … Read more
We consider the rail car management at industrial in-plant railroads. Demands for materials or empty cars are characterized by a track, a car type, and the desired quantity. If available, we assign cars from the stock, possibly substituting types, otherwise we rent additional cars. Transportation requests are fulfilled as a short sequence of pieces of … Read more
In this paper we consider a particular class of nonlinear optimization problems involving both continuous and discrete variables. The distinguishing feature of this class of nonlinear mixed optimization problems is that the structure and the number of variables of the problem depend on the values of some discrete variables. In particular we define a general … Read more
We propose an algorithm based on Barvinok’s counting algorithm for P -> max {c’x | Ax
Given $A\in Z^{m\times n}$ and $b\in Z^m$, we consider the integer program $\max \{c’x\vert Ax=b;x\in N^n\}$ and provide an equivalent and explicit linear program $\max \{\widehat{c}’q\vert M q=r;q\geq 0\}$, where $M,r,\widehat{c}$ are easily obtained from $A,b,c$ with no calculation. We also provide an explicit algebraic characterization of the integer hull of the convex polytope $P=\{x\in\R^n\vert … Read more
We consider the integer program $\max \{c’ x\,|\,Ax=b,x\in N^n\}$. A formal parallel between linear programming and continuous integration on one side, and discrete summation on the other side, shows that a natural duality for integer programs can be derived from the $Z$-transform and Brion and Vergne’s counting formula. Along the same lines, we also provide … Read more
Given a convex rational polytope $\Omega(b):=\{x\in\R^n_+\,|\,Ax=b\}$, we consider the function $b\mapsto f(b)$, which counts the nonnegative integral points of $\Omega(b)$. A closed form expression of its $\Z$-transform $z\mapsto \mathcal{F}(z)$ is easily obtained so that $f(b)$ can be computed as the inverse $\Z$-transform of $\mathcal{F}$. We then provide two variants of an inversion algorithm. As a … Read more