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A compact formulation of a mixed-integer set
Abstract:We consider mixed-integer sets of the form X = {(s, y) ∈ ?+ × ? n : s + a j y j b j , ?jN}. A polyhedral characterization for the case where X is defined by two inequalities is provided. From that characterization we give a compact formulation for the particular case where the coefficients of the integer variables can take only two possible integer values a 1, a 2 ∈ ?+ : X n,m = {(s, y) ∈ ?+ × ? n+m : s + a 1 y j b j , ?jN 1, s + a 2 y j b j , jN 2} where N 1 = {1, …, n}, N 2 = {n + 1, …, n + m}. In addition, we discuss families of facet-defining inequalities for the convex hull of X n,m .
Keywords:polyhedral characterization  mixed-integer programming  compact formulation
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