A note on the continuous mixing set |
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| Authors: | M. Zhao |
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| Affiliation: | a IBM T.J. Watson Research, United States
b Department of Industrial Engineering, Texas Tech University, United States |
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| Abstract: | The continuous mixing set is  , where w1,…,wn>0 and f1,…,fn∈ℜ. Let m=|{w1,…,wn}|. We show that when w1|?|wn, optimization over S can be performed in time O(nm+1), and in time O(nlogn) when w1=?=wn=1. |
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| Keywords: | Mixed-integer programming Branch-and-cut Polyhedral combinatorics Simple mixed-integer set |
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