Browsing by Author "Karagoz, Aysenur"

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    Single-Scenario Facet Preservation for Stochastic Mixed-Integer Programs
    (2023-12-04) Karagoz, Aysenur; Schaefer, Andrew J
    We consider improving the polyhedral representation of the extensive form of an SMIP. Given a facet-defining valid inequality for a single-scenario version of the SMIP, we provide conditions under which the same inequality remains facet-defining for the extensive form. Our main result gives necessary and sufficient conditions for a facet-defining inequality for a single-scenario version to be facet-defining for the extensive form. We then present several implications, which show that various recourse structures from the literature satisfy these conditions. For example, for an SMIP with simple recourse, any single-scenario facet is also a facet for the extensive form. More general recourse structures require additional mild assumptions for these conditions to hold.