An algorithm for the construction of convex hulls in simple integer recourse programming

An algorithm for the construction of convex hulls in simple integer recourse programming

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Article ID: iaor19971668
Country: Netherlands
Volume: 64
Issue: 1
Start Page Number: 67
End Page Number: 81
Publication Date: Jun 1996
Journal: Annals of Operations Research
Authors: , ,
Keywords: programming: integer
Abstract:

The authors consider the objective function of a simple integer recourse problem with fixed technology matrix and discretely distributed right-hand sides. Exploiting the special structure of this problem, they devise an algorithm that determines the convex hull of this function efficiently. The results are improvements over those in a previous paper. In the first place, the convex hull of many objective functions in the class is covered, instead of only one-dimensional versions. In the second place, the algorithm is faster than the one in the previous paper. Moreover, some new results on the structure of the objective function are presented.

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