English

On finitely generated closures in the theory of cutting planes

Optimization and Control 2012-08-21 v3 Combinatorics Metric Geometry

Abstract

Let PP be a rational polyhedron in Rd\mathbb{R}^d and let L\mathcal{L} be a class of dd-dimensional maximal lattice-free rational polyhedra in Rd\mathbb{R}^d. For LLL \in \mathcal{L} by RL(P)R_L(P) we denote the convex hull of points belonging to PP but not to the interior of LL. Andersen, Louveaux and Weismantel showed that if the so-called max-facet-width of all LLL \in \mathcal{L} is bounded from above by a constant independent of LL, then LLRL(P)\bigcap_{L\in \mathcal{L}} R_L(P) 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\mathcal{L}. The presented results are motivated by applications in cutting-plane theory from mixed-integer optimization.

Keywords

Cite

@article{arxiv.1110.3967,
  title  = {On finitely generated closures in the theory of cutting planes},
  author = {Gennadiy Averkov},
  journal= {arXiv preprint arXiv:1110.3967},
  year   = {2012}
}

Comments

accepted in Discrete Optimization