Mixed n-Step MIR Inequalities, n-Step Conic MIR Inequalities and a Polyhedral Study of Single Row Facility Layout Problem

Abstract

In this dissertation, we introduce new families of valid inequalities for general linear mixed integer programs (MIPs) and second-order conic MIPs (SOCMIPs) and establish several theoretical properties and computational effectiveness of these inequalities. First we introduce the mixed n-step mixed integer rounding (MIR) inequalities for a generalization of the mixing set which we refer to as the n-mixing set. The n-mixing set is a multi-constraint mixed integer set in which each constraint has n integer variables and a single continuous variable. We then show that mixed n-step MIR can generate multi-row valid inequalities for general MIPs and special structure MIPs, namely, multi- module capacitated lot-sizing and facility location problems. We also present the results of our computational experiments with the mixed n-step MIR inequalities on small MIPLIB instances and randomly generated multi-module lot-sizing instances which show that these inequalities are quite effective. Next, we introduce the n-step conic MIR inequalities for the so-called polyhedral second-order conic (PSOC) mixed integer sets. PSOC sets arise in the polyhedral reformulation of SOCMIPs. We first introduce the n-step conic MIR inequality for a PSOC set with n integer variables and prove that all the 1-step to n-step conic MIR inequalities are facet-defining for the convex hull of this set. We also provide necessary and sufficient conditions for the PSOC form of this inequality to be valid. Then, we use the aforementioned n-step conic MIR facet to derive the n-step conic MIR inequality for a general PSOC set and provide conditions for it to be facet-defining. We further show that the n-step conic MIR inequality for a general PSOC set strictly dominates the n-step MIR inequalities written for the two linear constraints that define the PSOC set. We also prove that the n-step MIR inequality for a linear mixed integer constraint is a special case of the n-step conic MIR inequality. Finally, we conduct a polyhedral study of the triplet formulation for the single row facility layout problem (SRFLP). For any number of departments n, we prove that the dimension of the triplet polytope (convex hull of solutions to the triplet formulation) is n(n - 1)(n - 2)/3. We then prove that several valid inequalities presented in Amaral (2009) for this polytope are facet-defining. These results provide theoretical support for the fact that the linear program solved over these valid inequalities gives the optimal solution for all instances studied by Amaral (2009).