A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts

Authors:
Alberto Del Pia;Christian Wagner;Robert Weismantel
Affiliations:
-;-;-
Venue:
Operations Research Letters
Year:
2011

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Abstract

We consider mixed integer linear sets defined by two equations involving two integer variables and any number of non-negative continuous variables. We analyze the benefit from adding a non-split inequality on top of the split closure. Applying a probabilistic model, we show that the importance of a type 2 triangle inequality decreases with decreasing lattice width, on average. Our results suggest that this is also true for type 3 triangle and quadrilateral inequalities.