This note settles an open problem about cut-generating functions, a concept that has its origin in the work of Gomory and Johnson from the 1970’s and has received renewed attention in recent years.

A new formulation of the optimization problem implementing European market rules for non- convex day-ahead electricity markets is presented, that avoids the use of complementarity constraints to express market equilibrium conditions, and also avoids the introduction of auxiliary binary variables...

Recently there has been considerable research on simple mixed-integer sets, called mixing sets, and closely related sets arising in uncapacitated and constant capacity lot- sizing. This in turn has led to study of more general sets, called network-dual sets, for which it is possible to derive...

We present and study a mixed integer programming model that arises as a substructure in many industrial applications. This model provides a relaxation of various capacitated production planning problems, more general fixed charge network flow problems, and other structured mixed integer...

In spite of the remarkable improvements in the quality of general purpose mixed integer programming software, the effective solution of a variety of lot-sizing problems depends crucially on the development of tight formulations for the special problem features occurring in practice. After...

Here we study the discrete lot-sizing problem with an initial stock variable and an associated variable upper bound constraint. This problem is of interest in its own right, and is also a natural relaxation of the constant capacity lot-sizing problem with upper bounds and fixed charges on the...

In this note, we present a simple geometric argument to determine a lower bound on the split rank of intersection cuts. As a first step of this argument, a polyhedral subset of the lattice-free convex set that is used to generate the intersection cut is constructed. We call this subset the...

A separation heuristic for mixed integer programs is presented that theoretically allows one to derive several families of "strong" valid inequalities for specific models and computationally gives results as good as or better than those obtained from several existing separation routines...

Much progress has been made in recent years in solving certain classes of production planning problems using mixed integer programming. One of the major challenges is how to make this expertise available and easy to use to the non-specialist and to the practitioners. Here we describe a modeling...

We study two different lot-sizing problems with time windows that have been proposed recently. For the case of production time windows, in which each client specific order must be produced within a given time interval, we derive tight extended formulations for both the constant capacity and...