Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142221 | Operations Research Letters | 2016 | 6 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Luis Rademacher, Alejandro Toriello, Juan Pablo Vielma,