On finite generation and infinite convergence of generalized closures from the theory of cutting planes

preprint2011arXivOpen access

Abstract

For convex sets KK and LL in Rd{\mathbb{R}}^d we define RL(K)R_L(K) to be the convex hull of all points belonging to KK but not to the interior of LL. Cutting-plane methods from integer and mixed-integer optimization can be expressed in geometric terms using functionals RLR_L with appropriately chosen sets LL. We describe the geometric properties of RL(K)R_L(K) and characterize those LL for which RLR_L maps polyhedra to polyhedra. For certain natural classes L{\mathcal{L}} of convex sets in Rd{\mathbb{R}}^d we consider the functional RLR_{\mathcal{L}} given by RL(K):=⋂L∈LRL(K)R_{\mathcal{L}}(K):= \bigcap_{L \in {\mathcal{L}}}R_L(K). The functional RLR_{\mathcal{L}} can be used to define various types of closure operations considered in the theory of cutting planes (such as the Chvátal closure, the split closure as well as generalized split closures recently introduced by Andersen, Louveaux and Weismantel). We study conditions on L{\mathcal{L}} under which RLR_{\mathcal{L}} maps rational polyhedra to rational polyhedra. We also describe the limit of the sequence of sets obtained by iterative application of RLR_{\mathcal{L}} to KK. A part of the presented material gives generalized formulations and unified proofs of several recent results obtained by various authors.

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