On finitely generated closures in the theory of cutting planes

On finitely generated closures in the theory of cutting planes

0.00 Avg rating0 Votes
Article ID: iaor20125783
Volume: 9
Issue: 4
Start Page Number: 209
End Page Number: 215
Publication Date: Nov 2012
Journal: Discrete Optimization
Authors:
Keywords: programming: convex, programming: integer
Abstract:

Let P equ1 be a rational polyhedron in R d equ2 and let L equ3 be a class of d equ4‐dimensional maximal lattice‐free rational polyhedra in R d equ5. For L L equ6 by R L ( P ) equ7 we denote the convex hull of points belonging to P equ8 but not to the interior of L equ9. Andersen, Louveaux and Weismantel showed that if the so‐called max‐facet‐width of all L L equ10 is bounded from above by a constant independent of L equ11, then L L R L ( P ) equ12 is a rational polyhedron. We give a short proof of a generalization of this result. We also give a characterization for the boundedness of the max‐facet‐width on L equ13. The presented results are motivated by applications in cutting‐plane theory from mixed‐integer optimization.

Reviews

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 Your email address will not be published.