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Optimization: A Journal of Mathematical Programming and Operations Research

Volume 59, Issue 5, 2010

A compact formulation of a mixed-integer set

A compact formulation of a mixed-integer set

DOI:
10.1080/02331930802434914
Agostinho Agraa* & Miguel Constantinob

pages 729-745

Available online: 15 Oct 2008

Abstract

We consider mixed-integer sets of the form X = {(s, y) + × n : s + a j y j b j , j N}. A polyhedral characterization for the case where X is defined by two inequalities is provided. From that characterization we give a compact formulation for the particular case where the coefficients of the integer variables can take only two possible integer values a 1, a 2 + : X n,m = {(s, y) + × n+m : s + a 1 y j b j , j N 1, s + a 2 y j b j , j N 2} where N 1 = {1, …, n}, N 2 = {n + 1, …, n + m}. In addition, we discuss families of facet-defining inequalities for the convex hull of X n,m .

Keywords

AMS Subject Classifications:

 

Details

  • Available online: 15 Oct 2008

Author affiliations

  • a DMat and CEOC, University of Aveiro, Campus Universitário de Santiago, 3810-193 Aveiro, Portugal
  • b DEIO and CIO, University of Lisbon, Edifício C6, Campo Grande, 1749-016 Lisboa, Portugal

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Taylor & Francis Group