Convex hull results for the warehouse problem

Laurence Wolsey () and Hande Yaman
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Laurence Wolsey: Université catholique de Louvain, CORE, Belgium
Hande Yaman: Bilkent University

No 2017021, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: Given an initial stock and a capacitated warehouse, the warehouse problem aims to decide when to sell and purchase to maximize profit. This problem is common in revenue manage-ment and energy storage. We extend this problem by incorporating fixed costs and

Keywords: warehouse problem; integer programming; convex hull; extended formulation; Fourier-Motzkin elimination; single node flow set; flow cover inequalities (search for similar items in EconPapers)
Date: 2017-07-28
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