A study of the quadratic semi-assignment polytope

We study a polytope which arises from a mixed integer programming formulation of the quadratic semi-assignment problem. We introduce an isomorphic projection and transform the polytope to a tractable full-dimensional polytope. As a result, some basic polyhedral properties, such as the dimension, the affine hull, and the trivial facets, are obtained. Further, we present valid inequalities called cut- and clique-inequalities and give complete characterizations for them to be facet-defining. We also discuss a simultaneous lifting of the clique-type facets. Finally, we show an application of the quadratic semi-assignment problem to hub location problems with some computational experiences.     

A polyhedral study of the single-item lot-sizing problem with continuous start-up costs

In this work we consider the single-item single-machine lot-sizing problem with continuous start-up costs. A continuous start-up cost is generated in a period whenever there is a nonzero production in the period and the production capacity in the previous period is not saturated. This concept of start-up does not correspond to the standard (discrete) start-up considered in previous models, thus motivating a polyhedral study of this problem. We introduce a natural integer programming formulation for this problem, we study some general properties and facet-inducing inequalities of the associated polytope, and we state relationships with known lotsizing polytopes.     

Finding the nearest point in A polytope

A terminating algorithm is developed for the problem of finding the point of smallest Euclidean norm in the convex hull of a given finite point set in Euclideann-space, or equivalently for finding an optimal hyperplane separating a given point from a given finite point set. Its efficiency and accuracy are investigated, and its extension to the separation of two sets and other convex programming problems described.     

A large class of facets for the K-median polytope

The polyhedral structure of the K-median problem is examined. We present an extended formulation that is integral but grows exponentially with the number of nodes. Then, some extra variables are projected out. Based on the reduced formulation, we develop two basic properties for facets of K-median problem. By applying the two properties, we generalize two known classes of facets, de Vries facets and de Farias facets. The computational study illustrates that the generalization is significant.     

On the cut polytope

The cut polytopeP _C (G) of a graphG=(V, E) is the convex hull of the incidence vectors of all edge sets of cuts ofG. We show some classes of facet-defining inequalities ofP _C (G). We describe three methods with which new facet-defining inequalities ofP _C (G) can be constructed from known ones. In particular, we show that inequalities associated with chordless cycles define facets of this polytope; moreover, for these inequalities a polynomial algorithm to solve the separation problem is presented. We characterize the facet defining inequalities ofP _C (G) ifG is not contractible toK ₅. We give a simple characterization of adjacency inP _C (G) and prove that for complete graphs this polytope has diameter one and thatP _C (G) has the Hirsch property. A relationship betweenP _C (G) and the convex hull of incidence vectors of balancing edge sets of a signed graph is studied.     

A note on the Undirected Rural Postman Problem polytope

This note refers to the article by G. Ghiani and G. Laporte ``A branch-and-cut algorithm for the Undirected Rural Postman Problem', Math. Program. 87 (2000). We show that some conditions for the facet-defining property of the basic non-trivial inequalities are not sufficient and that the Rural Postman Problem polytope is more complex even when focusing on canonical inequalities only.     

Realization of the Stasheff polytope

We propose a simple formula for the coordinates of the vertices of the Stasheff polytope (alias associahedron) and we compare it to the permutohedron.     

Facets of the knapsack polytope

A necessary and sufficient condition is given for an inequality with coefficients 0 or 1 to define a facet of the knapsack polytope, i.e., of the convex hull of 0–1 points satisfying a given linear inequality. A sufficient condition is also established for a larger class of inequalities (with coefficients not restricted to 0 and 1) to define a facet for the same polytope, and a procedure is given for generating all facets in the above two classes. The procedure can be viewed as a way of generating cutting planes for 0–1 programs.     

On the truncated assignment polytope

We investigate the convex polytope Ω_m,n(r) which is the convex hull of the m × nr-subpermutation matrices. The faces of Ω_m,n(r) are characterized, and formulae are obtained to compute their dimensions. The faces of Ω_m,n(r) are themselves convex polytopes, and we determine their facets.     

A lower bound theorem for polytope pairs

V. Klee has generalized the lower bound theorem of D. Barnette for polytope pairs. He has extensively studied polytope pairs. Here, two theorems for polytope pairs, which are analogous to those of Barnette and lead to more open problems for polytope pairs, are proved. Two theorems of Klee and two of Barnette are immediate corollaries of the theorems.     

Facets of the independent set polytope

Theoretical results pertaining to the independent set polytope P^ISP=conv{x{0,1}ⁿ:Axb} are presented. A conflict hypergraph is constructed based on the set of dependent sets which facilitates the examination of the facial structure of P^ISP. Necessary and sufficient conditions are provided for every nontrivial 0-1 facet-defining inequalities of P^ISP in terms of hypercliques. The relationship of hypercliques and some classes of knapsack facet-defining inequalities are briefly discussed. The notion of lifting is extended to the conflict hypergraph setting to obtain strong valid inequalities, and back-lifting is introduced to strengthen cut coefficients. Preliminary computational results are presented to illustrate the usefulness of the theoretical findings.Mathematics Subject Classification (2000): 90C11, 90C57, 90C35     

The vertices of the knapsack polytope

The number of vertices of a polytope associated to the Knapsack integer programming problem is shown to be small. An algorithm for finding these vertices is discussed.     

A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem

This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical (ℓ,S) inequalities for the deterministic lot-sizing polytope are also valid for the stochastic lot-sizing polytope. We then extend the (ℓ,S) inequalities to a general class of valid inequalities, called the inequalities, and we establish necessary and sufficient conditions which guarantee that the inequalities are facet-defining. A separation heuristic for inequalities is developed and incorporated into a branch-and-cut algorithm. A computational study verifies the usefulness of the inequalities as cuts. This research has been supported in part by the National Science Foundation under Award number DMII-0121495.