Chvátal closures for mixed integer programming problems

AbstractChvátal introduced the idea of viewing cutting planes as a system for proving that every integral solution of a given set of linear inequalities satisfies another given linear inequality. This viewpoint has proven to be very useful in many studies of combinatorial and integer programming problems. The basic ingredient in these cutting-plane proofs is that for a polyhedronP and integral vectorw, if max(wx|x ∈ P, wx integer} =t, thenwx ⩽ t is valid for all integral vectors inP. We consider the variant of this step where the requirement thatwx be integer may be replaced by the requirement that $$\bar wx$$ be integer for some other integral vector $$\bar w$$ . The cutting-plane proofs thus obtained may be seen either as an abstraction of Gomory's mixed integer cutting-plane technique or as a proof version of a simple class of the disjunctive cutting planes studied by Balas and Jeroslow. Our main result is that for a given polyhedronP, the set of vectors that satisfy every cutting plane forP with respect to a specified subset of integer variables is again a polyhedron. This allows us to obtain a finite recursive procedure for generating the mixed integer hull of a polyhedron, analogous to the process of repeatedly taking Chvátal closures in the integer programming case. These results are illustrated with a number of examples from combinatorial optimization. Our work can be seen as a continuation of that of Nemhauser and Wolsey on mixed integer cutting planes.