The chvátal-gomory closure of an ellipsoid is a polyhedron

  • Authors:
  • Santanu S. Dey;Juan Pablo Vielma

  • Affiliations:
  • H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology;Business Analytics and Mathematical Sciences Department, IBM T. J. Watson Research Center, Yorktown Heights, NY

  • Venue:
  • IPCO'10 Proceedings of the 14th international conference on Integer Programming and Combinatorial Optimization
  • Year:
  • 2010

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Abstract

It is well-know that the Chvátal-Gomory (CG) closure of a rational polyhedron is a rational polyhedron. In this paper, we show that the CG closure of a bounded full-dimensional ellipsoid, described by rational data, is a rational polytope. To the best of our knowledge, this is the first extension of the polyhedrality of the CG closure to a non-polyhedral set. A key feature of the proof is to verify that all non-integral points on the boundary of ellipsoids can be separated by some CG cut. Given a point u on the boundary of an ellipsoid that cannot be trivially separated using the CG cut parallel to its supporting hyperplane, the proof constructs a sequence of CG cuts that eventually separates u. The polyhedrality of the CG closure is established using this separation result and a compactness argument. The proof also establishes some sufficient conditions for the polyhedrality result for general compact convex sets.