On packing and covering polyhedra in infinite dimensions
Author(s)
Rademacher, Luis; Toriello, Alejandro; Vielma Centeno, Juan Pablo
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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
Date issued
2016-01Department
Sloan School of ManagementJournal
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
ISSN
0167-6377