作者：Ahmed, Shabbir; Linderoth, Jeff
作者：Abdi, Ahmad; Fukasawa, Ricardo
作者单位：University of Waterloo
摘要：We study a substructure appearing in mixed-integer programming reformulations of chance-constrained programs with stochastic right-hand-sides over a finite discrete distribution, which we call the mixing set with a knapsack constraint. Recently, Luedtke et al. (Math. Program. 122(2):247-272, 2010) and KuA A1/4kyavuz (Math Program 132(1):31-56, 2012) studied valid inequalities for such sets. However, most of their results were focused on the equal probabilities case (when the knapsack constrain...
