Cut-Generating functions

  • Authors:
  • Michele Conforti;Gérard Cornuéjols;Aris Daniilidis;Claude Lemaréchal;Jérôme Malick

  • Affiliations:
  • University of Padova, Italy;Carnegie Mellon University;Autonomous University of Barcelona, Spain;INRIA, Grenoble, France;CNRS, Grenoble, France

  • Venue:
  • IPCO'13 Proceedings of the 16th international conference on Integer Programming and Combinatorial Optimization
  • Year:
  • 2013

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Abstract

In optimization problems such as integer programs or their relaxations, one encounters feasible regions of the form $\{x\in\mathbb{R}_+^n:\: Rx\in S\}$ where R is a general real matrix and S⊂ℝq is a specific closed set with 0∉S. For example, in a relaxation of integer programs introduced in [ALWW2007], S is of the form ℤq−b where $b \not\in \mathbb{Z}^q$. One would like to generate valid inequalities that cut off the infeasible solution x=0. Formulas for such inequalities can be obtained through cut-generating functions. This paper presents a formal theory of minimal cut-generating functions and maximal S-free sets which is valid independently of the particular S. This theory relies on tools of convex analysis.