Article ID: | iaor20117387 |
Volume: | 39 |
Issue: | 4 |
Start Page Number: | 234 |
End Page Number: | 240 |
Publication Date: | Jul 2011 |
Journal: | Operations Research Letters |
Authors: | Wagner Christian, Weismantel Robert, Del Pia Alberto |
Keywords: | cutting plane algorithms |
We consider mixed integer linear sets defined by two equations involving two integer variables and any number of non‐negative continuous variables. We analyze the benefit from adding a non‐split inequality on top of the split closure. Applying a probabilistic model, we show that the importance of a type 2 triangle inequality decreases with decreasing lattice width, on average. Our results suggest that this is also true for type 3 triangle and quadrilateral inequalities.