Intersection Cuts with Infinite Split Rank

Intersection Cuts with Infinite Split Rank

0.00 Avg rating0 Votes
Article ID: iaor2012788
Volume: 37
Issue: 1
Start Page Number: 21
End Page Number: 40
Publication Date: Feb 2012
Journal: Mathematics of Operations Research
Authors: , ,
Keywords: programming: linear
Abstract:

We consider mixed‐integer linear programs where free integer variables are expressed in terms of nonnegative continuous variables. When this model only has two integer variables, Dey and Louveaux characterized the intersection cuts that have infinite split rank. We show that, for any number of integer variables, the split rank of an intersection cut generated from a rational lattice‐free polytope L is finite if and only if the integer points on the boundary of L satisfy a certain ‘2‐hyperplane property.’ The Dey–Louveaux characterization is a consequence of this more general result.

Reviews

Required fields are marked *. Your email address will not be published.