Abstract. In the context of integer programming, we develop a polyhedral method for linearizing a product of a pair of real linear functions in 0/1 variables. As an example, by writing a pair of integer variables in binary expansion, we have a technique for linearizing their product. We give a complete linear description for the resulting polytope, and we provide an efficient algorithm for the ...

This paper contributes to the theory of cutting planes for mixed integer linear programs (MILPs). Minimal valid inequalities are well understood for a relaxation of an MILP in tableau form where all the nonbasic variables are continuous. In this paper we study lifting functions for the nonbasic integer variables starting from such minimal valid inequalities. We characterize precisely when the l...

We present a branch-and-cut algorithm to solve capacitated network design problems. Given a capacitated network and point-to-point traac demands, the objective is to install more capacity on the edges of the network and route traac simultaneously, so that the overall cost is minimized. We study a mixed-integer programming formulation of the problem and identify some new facet deening inequaliti...

Stochastic programming deals with optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. We consider the stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure to solve ...

We study the characteristic function and moments of the integer-valued random variable X+α , where X is a continuous random variables. The results can be regarded as exact versions of Sheppard’s correction. Rounded variables of this type often occur as subsequence limits of sequences of integer-valued random variables. This leads to oscillatory terms in asymptotics for these variables, somethin...

sohrabi and nalchigar (2010) proposed a new data envelopment analysis (dea) model to identify the most efficient decision-making unit (dmu) in presence of imprecise data. in this paper, it is shown that the proposed model is not able to determine the most efficient dmu and is randomly introduced an efficient dmu. in addition, it is shown that this model determines the most efficient dmu in the ...

In this article, the design of a Supply Chain Network (SCN) consisting of several suppliers, production plants, distribution centers and retailers, is considered. Demands of retailers are considered stochastic parameters, so we generate amounts of data via simulation to extract a few demand scenarios. Then a mixed integer two-stage programming model is developed to optimize simultaneously two o...

A unit two variable per inequality (UTVPI) constraint is of the form a.x+b.y ≤ d where x and y are integer variables, the coefficients a, b ∈ {−1, 0, 1} and the bound d is an integer constant. This paper presents an efficient decision procedure for UTVPI constraints. Given m such constraints over n variables, the procedure checks the satisfiability of the constraints in O(n.m) time and O(n+m) s...

For a lattice polytope P , define AP(t) as the sum of the solid angles of all the integer points in the dilate tP . Ehrhart and Macdonald proved that AP(t) is a polynomial in the positive integer variable t. We study the numerator polynomial of the solid-angle series ∑ t≥0 AP(t)z . In particular, we examine nonnegativity of its coefficients, monotonicity and unimodality questions, and study ext...

For each graph and each positive integer n, we define a chain complex whose graded Euler characteristic is equal to an appropriate nspecialization of the dichromatic polynomial. This also gives a categorification of n-specializations of the Tutte polynomial of graphs. Also, for each graph and integer n ≤ 2, we define the different one variable n-specializations of the dichromatic polynomials, a...