Cut-Generating Functions and S-Free Sets

نویسندگان

  • Michele Conforti
  • Gérard Cornuéjols
  • Aris Daniilidis
  • Claude Lemaréchal
  • Jérôme Malick
چکیده

We consider the separation problem for sets X that are inverse images of a given set S by a linear mapping. Classical examples occur in integer programming, complementarity problems and other optimization problems. One would like to generate valid inequalities that cut off some point not lying in X , without reference to the linear mapping. Formulas for such inequalities can be obtained through cut-generating functions. This paper presents a formal theory of minimal cut-generating functions and maximal S-free sets. This theory relies on tools of convex analysis.

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عنوان ژورنال:
  • Math. Oper. Res.

دوره 40  شماره 

صفحات  -

تاریخ انتشار 2015