Tuesday, 13:45 - 14:10 h, Room: H 2013


Minjiao Zhang
Cardinality-constrained continuous mixing set

Coauthor: Simge Kucukyavuz


We study the polyhedron of continuous mixing set with a cardinality constraint (CMC), which arises as a substructure of a dynamic decision-making problem under a joint chance constraint. We give valid inequalities and alternative extended formulations for CMC. We develop a branch-and-cut algorithm and test it on a dynamic lot-sizing problem with stochastic demand in which a specific service level must be met over the finite planning horizon. Our computational experience shows that the branch-and-cut algorithm is effective in solving the probabilistic dynamic lot-sizing problems with a moderate number of scenarios.


Talk 2 of the invited session Tue.2.H 2013
"Advances in mixed integer programming" [...]
Cluster 11
"Integer & mixed-integer programming" [...]


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