Abstract
We consider here the mixing set with flows: s + xt ≥ bt, xt ≤ yt for 1 ≤ t ≤ n; s E IR, x E IR, y E Z. It models the flow version of the basic mixing set introduced and studied by Gunluk and Pochet, as well as the most simple stochastic lot-sizing problem with recourse, and more generally is a relaxation of certain mixed integer sets that arise in the study of production planning problems. We study the polyhedron obtained by convexifying the above set. Specifically we provide a system of inequalities that gives its external description and characterize its vertices and rays.
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