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Linear programming is the study of optimizing a linear function over a set of linear inequalities. The Simplex Method, Ellipsoid Method and Interior Point Method are popular algorithms to solve linear programs.

3 votes
1 answer
366 views

Lot sizing problem: how to add these cuts efficiently

Consider the set of constraints of the uncapacitated lot sizing problem: $$ \{(x,s,y)\in \mathbb{R}^n_+ \times \mathbb{R}^n_+ \times \mathbb{B}^n \;|\;s_{t-1}+x_t = d_t+s_t,\; x_t \le My_t,\; t=1,\c …
1 vote
1 answer
201 views

Show $0-1$ Knapsack is polynomially reducible to this problem

I have already posted this question here but have not received an answer so I am cross-posting with hope to reach a larger amount of mathematicians: Let $T=\{1,\cdots,n\}$ and consider the follow …