valid and facet-defining inequalities

Single-Scenario Facet Preservation for Stochastic Mixed-Integer Programs

  • Aysenur Karagoz
    • Categories Integer Programming, Polyhedra, Stochastic Programming Tags , , ,

    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

    A Distributionally-Robust Service Center Location Problem with Decision Dependent Demand Induced from a Maximum Attraction Principle

  • Fengqiao Luo
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization, Integer Programming Tags , , , ,

    We establish and analyze a service center location model with a simple but novel decision-dependent demand induced from a maximum attrac- tion principle. The model formulations are investigated in the distributionally- robust optimization framework. A statistical model that is based on the max- imum attraction principle for estimating customer demand and utility gain from service … Read more