Some Classes of Valid Inequalities and Convex Hull Characterizations for Dynamic Fixed-Charge Problems under Nested Constraints

Fred Glover () and Hanif Sherali ()

Annals of Operations Research, 2005, vol. 140, issue 1, 215-233

Abstract: This paper studies the polyhedral structure of dynamic fixed-charge problems that have nested relationships constraining the flow or activity variables. Constraints of this type might typically arise in hierarchical or multi-period models and capacitated lot-sizing problems, but might also be induced among choices of key variables via an LP-based post-optimality analysis. We characterize several classes of valid inequalities and inductively derive convex hull representations in a higher dimensional space using lifting constructs based on the Reformulation-Linearization Technique. Relationships with certain known classes of valid inequalities for single item capacitated lot-sizing problems are also identified. Copyright Springer Science + Business Media, Inc. 2005

Keywords: dynamic fixed-charge problems; capacitated lot-sizing; reformulation-linearization technique; valid inequalities; convex hull (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10479-005-3972-6

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