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: | Cornujols Grard, Margot Franois, Basu Amitabh |
Keywords: | programming: linear |
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