The Chvátal-Gomory Closure of a Strictly Convex Body

In this paper, we prove that the Chvatal-Gomory closure of a set obtained as an intersection of a strictly convex body and a rational polyhedron is a polyhedron. Thus, we generalize a result of Schrijver [Schrijver, A. 1980. On cutting planes. Ann. Discrete Math.9 291--296], which shows that the Chvatal-Gomory closure of a rational polyhedron is a polyhedron.

[1]  Sanjay Mehrotra,et al.  A branch-and-cut method for 0-1 mixed convex programming , 1999, Math. Program..

[2]  Ralph E. Gomory,et al.  An algorithm for integer solutions to linear programs , 1958 .

[3]  M. Jünger,et al.  50 Years of Integer Programming 1958-2008 - From the Early Years to the State-of-the-Art , 2010 .

[4]  Laurence A. Wolsey,et al.  Cutting planes in integer and mixed integer programming , 2002, Discret. Appl. Math..

[5]  Juan Pablo Vielma,et al.  The Chvátal-Gomory Closure of an Ellipsoid Is a Polyhedron , 2010, IPCO.

[6]  Alper Atamtürk,et al.  Lifting for conic mixed-integer programming , 2011, Math. Program..

[7]  Mehmet Tolga Çezik,et al.  Cuts for mixed 0-1 conic programming , 2005, Math. Program..

[8]  Alper Atamtürk,et al.  The submodular knapsack polytope , 2009, Discret. Optim..

[9]  Sebastián Ceria,et al.  Convex programming for disjunctive convex optimization , 1999, Math. Program..

[10]  Jean-Philippe P. Richard,et al.  Lifting inequalities: a framework for generating strong cuts for nonlinear programs , 2010, Math. Program..

[11]  Jeff T. Linderoth,et al.  Algorithms and Software for Convex Mixed Integer Nonlinear Programs , 2012 .

[12]  Vasek Chvátal,et al.  Edmonds polytopes and a hierarchy of combinatorial problems , 1973, Discret. Math..

[13]  J. Edmonds Paths, Trees, and Flowers , 1965, Canadian Journal of Mathematics.

[14]  Adam N. Letchford,et al.  Binary positive semidefinite matrices and associated integer polytopes , 2008, Math. Program..

[15]  Oktay Günlük,et al.  IBM Research Report MINLP Strengthening for Separable Convex Quadratic Transportation-Cost UFL , 2007 .

[16]  Alexander Schrijver,et al.  Theory of linear and integer programming , 1986, Wiley-Interscience series in discrete mathematics and optimization.

[17]  Alper Atamtürk,et al.  Conic mixed-integer rounding cuts , 2009, Math. Program..

[18]  Jeff T. Linderoth,et al.  FilMINT: An Outer-Approximation-Based Solver for Nonlinear Mixed Integer Programs , 2008 .

[19]  Ralph E. Gomory,et al.  Outline of an Algorithm for Integer Solutions to Linear Programs and An Algorithm for the Mixed Integer Problem , 2010, 50 Years of Integer Programming.

[20]  Sven Leyffer,et al.  Applications and algorithms for mixed integer nonlinear programming , 2009 .

[21]  Gérard Cornuéjols,et al.  An algorithmic framework for convex mixed integer nonlinear programs , 2008, Discret. Optim..

[22]  Martin W. P. Savelsbergh,et al.  Progress in Linear Programming-Based Algorithms for Integer Programming: An Exposition , 2000, INFORMS J. Comput..

[23]  Oktay Günlük,et al.  Perspective reformulations of mixed integer nonlinear programs with indicator variables , 2010, Math. Program..

[24]  M. R. Rao,et al.  Combinatorial Optimization , 1992, NATO ASI Series.

[25]  Raymond Hemmecke,et al.  Nonlinear Integer Programming , 2009, 50 Years of Integer Programming.

[26]  Oktay Günlük,et al.  Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables , 2008, IPCO.

[27]  C. Burdet,et al.  On cutting planes , 1973 .

[28]  Laurence A. Wolsey,et al.  Integer Programming and Combinatorial Optimization, 13th International Conference, IPCO 2008, Bertinoro, Italy, May 26-28, 2008, Proceedings , 2008, IPCO.

[29]  Claudio Gentile,et al.  Perspective cuts for a class of convex 0–1 mixed integer programs , 2006, Math. Program..

[30]  Ted K. Ralphs,et al.  Integer and Combinatorial Optimization , 2013 .

[31]  Gérard Cornuéjols,et al.  Polyhedral Approaches to Mixed Integer Linear Programming , 2010, 50 Years of Integer Programming.

[32]  Ignacio E. Grossmann,et al.  Generalized Convex Disjunctive Programming: Nonlinear Convex Hull Relaxation , 2003, Comput. Optim. Appl..

[33]  Laurence A. Wolsey,et al.  Integer and Combinatorial Optimization , 1988, Wiley interscience series in discrete mathematics and optimization.