Skip to main content
Log in

A note on the split rank of intersection cuts

  • Full Lenth Paper
  • Series A
  • Published:
Mathematical Programming Submit manuscript

Abstract

In this note, we present a simple geometric argument to determine a lower bound on the split rank of intersection cuts. As a first step of this argument, a polyhedral subset of the lattice-free convex set that is used to generate the intersection cut is constructed. We call this subset the restricted lattice-free set. It is then shown that \({\lceil \log_2 (l)\rceil}\) is a lower bound on the split rank of the intersection cut, where l is the number of integer points lying on the boundary of the restricted lattice-free set satisfying the condition that no two points lie on the same facet of the restricted lattice-free set. The use of this result is illustrated by obtaining a lower bound of \({\lceil \log_2( n+1) \rceil}\) on the split rank of n-row mixing inequalities.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Andersen K., Cornuéjols G., Li Y.: Split closure and intersection cuts. Math. Program. 102, 457–493 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  2. Andersen, K., Louveaux, Q., Weismantel, R., Wolsey, L.: Cutting planes from two rows of a simplex tableau. In: Fischetti, M., Williamson, D.P. (eds.) Proceedings 12th Conference on Integer Programming and Combinatorial Optimization (LNCS 4513), pp. 1–15, Springer, Berlin (2007)

  3. Balas E.: Intersection cuts—a new type of cutting planes for integer programming. Oper. Res. 19, 19–39 (1971)

    Article  MathSciNet  MATH  Google Scholar 

  4. Balas E. (1975). Disjunctive programming: cutting planes from logical conditions. In: Magnaserin O.L. et al. (eds). Nonlinear Programming. Acedemic Press, New York, pp. 279–312

    Google Scholar 

  5. Balas E.: Disjunctive programming. Ann. Discrete Math. 5, 3–51 (1979)

    Article  MathSciNet  MATH  Google Scholar 

  6. Balas E., Ceria S., Cornuéjols G.: A lift-and-project cutting plane algorithm for mixed integer 0-1 programs. Math. Program. 58, 295–324 (1993)

    Article  MATH  Google Scholar 

  7. Balas E., Ceria S., Cornuéjols G., Natraj N.: Gomory cuts revisited. Oper. Res. Lett. 19, 1–9 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  8. Balas E., Jeroslow R.: Strenghtening cuts for mixed integer programs. Eur. J. Oper. Res. 4, 224–234 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  9. Balas E., Saxena A.: Optimizing over the split closure. Math. Program. 113, 219–240 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Basu, A., Bonami, P., Cornuéjols, G., Margot, F.: On the relative strength of split, triangle, and quadrilateral cuts. To Appear in Math. Program. (2008)

  11. Bixby R.E., Rothberg E.E.: Progress in computational mixed integer programming–a look back from the other side of the tipping point. Ann. Oper. Res. 149, 37–41 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  12. Borozan, V., Cornuéjols, G.: Minimal inequalities for integer constraints. To appear in Math. Oper. Res. (2009)

  13. Cook W., Kannan R., Schrijver A.: Chvátal closures for mixed integer programming problems. Math. Program. 47, 155–174 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  14. Cornuéjols G., Li Y.: Elementary closures for integer programs. Oper. Res. Lett. 28, 1–8 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  15. Cornuéjols G., Li Y.: On the rank of mixed 0-1 polyhedra. Math. Program. 91, 391–397 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  16. Cornuéjols G., Margot F.: On the facets of mixed integer programs with two integer variables and two constraints. Math. Program. 120, 429–456 (2008)

    Article  Google Scholar 

  17. Dash, S., Günlük, O.: On mixing inequalities: rank, closure and cutting plane proofs. To appear in SIAM J. Optim. (2009)

  18. Dash, S., Günlük, O., Lodi, A.: On the MIR closure of polyhedra. In: Fischetti, M., Williamson, D.P. (eds.) Proceedings 12th Conference on Integer Programming and Combinatorial Optimization (LNCS 4513), pp. 337–351. Springer, Berlin (2007)

  19. Dey S.S., Wolsey L.A.: Lifting integer variables in minimal inequalities corresponding to lattice-free triangles. In: Lodi, A., Panconesi, A., Rinaldi, G. (eds) Proceedings 13th Conference on Integer Programming and Combinatorial Optimization (LNCS 5035)., pp. 463–475. Springer, Berlin (2008)

    Google Scholar 

  20. Espinoza D.: Computing with multi-row Gomory cuts. In: Lodi, A., Panconesi, A., Rinaldi, G. (eds) Proceedings 13th Conference on Integer Programming and Combinatorial Optimization (LNCS 5035)., pp. 214–224. Springer, Berlin (2008)

    Google Scholar 

  21. Gomory, R.E.: Solving linear programming problems in integers. In: Bellman, M.H.R. (ed.) Combinatorial Analysis. Proceedings of Symposia in Applied Mathematics 10, pp. 269–308 Providence, RI (1960)

  22. Gomory R.E., Johnson E.L.: Some continuous functions related to corner polyhedra, part II. Math. Program. 3, 359–389 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  23. Günlük O., Pochet Y.: Mixing mixed-integer inequalities. Math. Program. 90, 429–457 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  24. Johnson E.L.: On the group problem for mixed integer programming. Math. Program. Study 2, 137–179 (1974)

    Google Scholar 

  25. Johnson E.L., Nemhauser G.L., Savelsbergh M.W.P.: Progress in linear programming-based algorithms for integer programming: an exposition. INFORMS J. Comput. 12, 2–23 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  26. Li Y., Richard J.-P.P.: Cook, Kannan and Schrijver’s example revisited. Discrete Optim. 5, 724–734 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  27. Marchand H., Martin A., Weismantel R., Wolsey L.A.: Cutting planes in integer and mixed integer programming. Discrete Appl. Math. 123, 397–446 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  28. Miller A.J., Wolsey L.A.: Tight formulations for some simple mixed integer programs and convex objective integer programs. Math. Program. 98, 73–88 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  29. Nemhauser G.L., Wolsey L.A.: Integer and Combinatorial Optimization. Wiley, New York (1988)

    MATH  Google Scholar 

  30. Nemhauser G.L., Wolsey L.A.: A recursive procedure to generate all cuts for 0-1 mixed integer programs. Math. Program. 46, 379–390 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  31. Pochet Y., Wolsey L.A.: Polyhedra for lot-sizing with Wagner-Whitin costs. Math. Program. 67, 297–324 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  32. Pochet Y., Wolsey L.A.: Production Planning by Mixed Integer Programming. Springer, Berlin (2005)

    Google Scholar 

  33. Rockafeller G.T.: Convex Analysis. Princeton University Press, New Jersey (1970)

    Google Scholar 

  34. Vielma J.P.: A constructive charaterization of the split closure of a mixed integer linear program. Oper. Res. Lett. 35, 29–35 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  35. Zambelli G.: On degenerate multi-row Gomory cuts. Oper. Res. Lett. 37, 21–22 (2009)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Santanu S. Dey.

Additional information

This text presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister’s Office, Science Policy Programming. The scientific responsibility is assumed by the authors.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Dey, S.S. A note on the split rank of intersection cuts. Math. Program. 130, 107–124 (2011). https://doi.org/10.1007/s10107-009-0329-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10107-009-0329-y

Keywords

Mathematics Subject Classification (2000)

Navigation