On mixing sets arising in chance-constrained programming

@article{Kkyavuz2012OnMS,
  title={On mixing sets arising in chance-constrained programming},
  author={Simge K{\"u}ç{\"u}kyavuz},
  journal={Mathematical Programming},
  year={2012},
  volume={132},
  pages={31-56}
}
The mixing set with a knapsack constraint arises in deterministic equivalent of chance-constrained programming problems with finite discrete distributions. We first consider the case that the chance-constrained program has equal probabilities for each scenario. We study the resulting mixing set with a cardinality constraint and propose facet-defining inequalities that subsume known explicit inequalities for this set. We extend these inequalities to obtain valid inequalities for the mixing set… Expand
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