An alternative explanation of disjunctive formulations

Abstract

The purpose of this paper is to explain the property of Disjunctive Formulations for Mixed Integer Programmes in a simpler way, relying on the Linear Programme (LP) definition of a dual. Disjunctive Formulations are contrasted with standard formulations. They have proved a very powerful way of modelling Integer Programmes. If a ‘complete’ disjunctive formulation is carried out we have a model whose LP Relaxation yields an integer solution. It is shown that a Disjunctive Formulation has a natural dual which is an LP. Therefore the dual of the dual is an LP representation of the original Disjunctive Model. It is in fact a Disjunctive Formulation