continuous mixing – Optimization Online

Tight second-stage formulations in two-stage stochastic mixed integer programs

Published: 2015/09/23, Updated: 2018/05/10

Cutting Plane Approaches, Production and Logistics, Stochastic Programming capacitated lot-sizing with backlogging, continuous mixing, convex hull, cutting planes, discrete lot-sizing, tight formulations, two-stage stochastic mixed integer program

We study two-stage stochastic mixed integer programs (TSS-MIPs) with integer variables in the second stage. We show that under suitable conditions, the second stage MIPs can be convexified by adding parametric cuts a priori. As special cases, we extend the results of Miller and Wolsey (Math Program 98(1):73-88, 2003) to TSS-MIPs. Furthermore, we consider second … Read more

Facets for Continuous Multi-Mixing Set with General Coefficients and Bounded Integer Variables

Published: 2014/10/22, Updated: 2017/08/09

Manish Bansal

Kiavash Kianfar

(Mixed) Integer Linear Programming, Cutting Plane Approaches, Integer Programming continuous mixing, cutting planes, mixed-integer programming, n-step cycle inequalities, n-step mingling, n-step mir

Bansal and Kianfar introduced continuous multi-mixing set where the coefficients satisfy the so-called n-step MIR conditions and developed facet-defining inequalities for this set. In this paper, we first generalize their inequalities for the continuous multi-mixing set with general coefficients (where no conditions are imposed on the coefficients) and show that they are facet-defining in many … Read more