Chvátal closures for mixed integer programming problems

Chvátal closures for mixed integer programming problems

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Article ID: iaor1991665
Country: Netherlands
Volume: 47
Issue: 2
Start Page Number: 155
End Page Number: 174
Publication Date: Jun 1990
Journal: Mathematical Programming (Series A)
Authors: , ,
Abstract:

Chvátal introduced the idea of viewing cutting planes as a system for proving that every integral solution of a given set of linear inequalities satisfies another given linear inequality. This viewpoint has proven to be very useful in many studies of combinatorial and integer programming problems. The basic ingredient in these cutting-plane proofs is that for a polyhedron P and integral vector w, if max(wx•x∈P, wx integer∈=t, then wx∈t is valid for all integral vectors in P. The authors consider the variant of this step where the requirement that wx be integer may be replaced by the requirement that nwx be integer for some other integral vector nw. The cutting-plane proofs thus obtained may be seen either as an abstraction of Gomory’s mixed integer cutting-plane technique or as a proof version of a simple class of the disjunctive cutting planes studied by Balas and Jeroslow. The present main result is that for a given polyhedron P, the set of vectors that satisfy every cutting plane for P with respect to a specified subset of integer variables is again a polyhedron. This allows a finite recursive procedure for generating the mixed integer hull of a polyhedron to be obtained, analogous to the process of repeatedly taking Chvátal closures in the integer programming case. These results are illustrated with a number of examples from combinatorial optimization. The present work can be seen as a continuation of that of Nemhauser and Wolsey on mixed integer cutting planes.

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