Article ID Journal Published Year Pages File Type
1142221 Operations Research Letters 2016 6 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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