| Article ID: | iaor20043327 |
| Country: | Netherlands |
| Volume: | 32 |
| Issue: | 3 |
| Start Page Number: | 207 |
| End Page Number: | 211 |
| Publication Date: | May 2004 |
| Journal: | Operations Research Letters |
| Authors: | Weismantel Robert, Kppe Matthias |
| Keywords: | Farkas lemma, cutting plane algorithms |
We present a mixed integer version of the lattice analogue of the Farkas lemma. It gives rise to a family of mixed-integer rounding cuts for mixed integer programs, which depend on the choice of a lattice basis. By choosing a Lovász-reduced basis, one can hope to generate numerically advantageous cutting planes.