On packing and covering polyhedra in infinite dimensions
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Vielma_On-Packing.pdf
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240.98 KB
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Author(s)
Rademacher, Luis
Toriello, Alejandro
Vielma Centeno, Juan Pablo
Date Issued
January 2016
Journal
Operations Research Letters
Publisher
Elsevier BV
Citation
Rademacher, Luis et al. “On Packing and Covering Polyhedra in Infinite Dimensions.” Operations Research Letters 44, 2 (March 2016): 225–230 © 2016 Elsevier B.V.
Version
Original manuscript
Abstract
We consider the natural generalizations of packing and covering polyhedra in infinite dimensions, and study issues related to duality and integrality of extreme points for these sets. Using appropriate finite truncations we give conditions under which complementary slackness holds for primal/dual pairs of the infinite linear programming problems associated with infinite packing and covering polyhedra. We also give conditions under which the extreme points are integral. We illustrate an application of our results on an infinite-horizon lot-sizing problem. Keywords: Covering polyhedron; Packing polyhedron; Infinite linear program; Complementary slackness; Integral extreme point
MIT Department
Sloan School of Management
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
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DOI of Published Version
https://doi.org/10.1016/J.ORL.2016.01.005
