| Article ID: | iaor20117229 |
| Volume: | 59 |
| Issue: | 3 |
| Start Page Number: | 569 |
| End Page Number: | 577 |
| Publication Date: | May 2011 |
| Journal: | Operations Research |
| Authors: | Conforti Michele, Cornujols Grard, Zambelli Giacomo |
| Keywords: | relaxation methods |
Recently it has been shown that minimal inequalities for a continuous relaxation of mixed‐integer linear programs are associated with maximal lattice‐free convex sets. In this paper, we show how to lift these inequalities for integral nonbasic variables by considering maximal lattice‐free convex sets in a higher dimensional space. We apply this approach to several examples. In particular, we identify cases in which the lifting is unique.