Abstract
The concept of cut-generating function has its origin in the work of Gomory and Johnson from the 1970s. It has received renewed attention in the past few years. Recently Conforti, Cornuéjols, Daniilidis, Lemaréchal, and Malick proposed a general framework for studying cut-generating functions. However, they gave an example showing that not all cuts can be produced by cut-generating functions in this framework. They conjectured a natural condition under which cut-generating functions might be sufficient. This note settles this open problem.
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This work was supported in part by NSF grant CMMI1263239 and ONR grant N00014-12-10032.
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Cornuéjols, G., Wolsey, L. & Yıldız, S. Sufficiency of cut-generating functions. Math. Program. 152, 643–651 (2015). https://doi.org/10.1007/s10107-014-0780-2
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DOI: https://doi.org/10.1007/s10107-014-0780-2