Single-Scenario Facet Preservation for Stochastic Mixed-Integer Programs

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dc.contributor.advisorSchaefer, Andrew Jen_US
dc.creatorKaragoz, Aysenuren_US
dc.date.accessioned2024-01-24T21:48:10Zen_US
dc.date.available2024-01-24T21:48:10Zen_US
dc.date.created2024-05en_US
dc.date.issued2023-12-04en_US
dc.date.submittedMay 2024en_US
dc.date.updated2024-01-24T21:48:10Zen_US
dc.descriptionEMBARGO NOTE: This item is embargoed until 2024-11-01en_US
dc.description.abstractWe 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.en_US
dc.embargo.lift2024-11-01en_US
dc.embargo.terms2024-11-01en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationKaragoz, Aysenur. "Single-Scenario Facet Preservation for Stochastic Mixed-Integer Programs." (2023). Master's thesis, Rice University. https://hdl.handle.net/1911/115396en_US
dc.identifier.urihttps://hdl.handle.net/1911/115396en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectstochastic mixed-integer programmingen_US
dc.subjectpolyhedral theoryen_US
dc.subjectvalid inequalitiesen_US
dc.titleSingle-Scenario Facet Preservation for Stochastic Mixed-Integer Programsen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentComputational and Applied Mathematicsen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Artsen_US
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