Skip to main content

Advertisement

Log in

On the relative strength of split, triangle and quadrilateral cuts

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

Abstract

Integer programs defined by two equations with two free integer variables and nonnegative continuous variables have three types of nontrivial facets: split, triangle or quadrilateral inequalities. In this paper, we compare the strength of these three families of inequalities. In particular we study how well each family approximates the integer hull. We show that, in a well defined sense, triangle inequalities provide a good approximation of the integer hull. The same statement holds for quadrilateral inequalities. On the other hand, the approximation produced by split inequalities may be arbitrarily bad.

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.

Institutional subscriptions

Similar content being viewed by others

References

  1. Andersen, K., Louveaux, Q., Weismantel, R., Wolsey, L.A.: Cutting Planes from Two Rows of a Simplex Tableau. In: Proceedings of IPCO XII. Ithaca, New York (June 2007). Lecture Notes in Computer Science, vol. 4513, pp. 1–15

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

    Article  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  5. Borozan, V., Cornuéjols, G.: Minimal valid inequalities for integer constraints. Math Oper Res (to appear)

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

    Article  MATH  MathSciNet  Google Scholar 

  7. Cornuéjols, G., Margot, F.: On the facets of mixed integer programs with two integer variables and two constraints. Math Program (to appear)

  8. Crowder H., Johnson E.L., Padberg M.: Solving large-scale zero-one linear programming problems. Oper. Res. 31, 803–834 (1983)

    Article  MATH  Google Scholar 

  9. Dash, S., Günlük, O., Lodi, A.: On the MIR closure of polyhedra. Proceedings of IPCO XII. Ithaca, New York (June 2007). Lecture Notes in Computer Science, vol. 4513, pp. 337–351

  10. Dey, S.S., Wolsey, L.A.: Lifting integer variables in minimal inequalities corresponding to lattice-free triangles. In: IPCO 2008, Bertinoro, Italy (May 2008), Lecture Notes in Computer Science, vol. 5035, pp. 463–475

  11. Espinoza, D.: Computing with multi-row Gomory cuts. In: IPCO 2008, Bertinoro, Italy (May 2008), Lecture Notes in Computer Science, vol. 5035, pp. 214–224

  12. Goemans M.X.: Worst-case comparison of valid inequalities for the TSP. Math. Program. 69, 335–349 (1995)

    MATH  MathSciNet  Google Scholar 

  13. Gomory, R.E.: An algorithm for integer solutions to linear programs. In: Graves, R.L., Wolfe, P. (eds.) Recent Advances in Mathematical Programming, pp. 269–302. McGraw-Hill, New York (1963)

  14. Gomory, R.E.: Thoughts about integer programming. In: 50th Anniversary Symposium of OR, University of Montreal, January 2007, and Corner Polyhedra and Two-Equation Cutting Planes, George Nemhauser Symposium, Atlanta, July 2007 (2007)

  15. Lovász, L.: Geometry of numbers and integer programming. In: Iri, M., Tanabe, K. (eds.) Mathematical Programming: Recent Developments and Applications, pp. 177–201. Kluwer, Dordrecht (1989)

  16. Marchand H., Wolsey L.A.: Aggregation and mixed integer rounding to solve MIPs. Oper. Res. 49, 363–371 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  17. Meyer R.R.: On the existence of optimal solutions to integer and mixed-integer programming problems. Math. Program. 7, 223–235 (1974)

    Article  MATH  Google Scholar 

  18. 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  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Amitabh Basu.

Additional information

A. Basu was supported by a Mellon Fellowship, P. Bonami was supported by ANR grant BLAN06-1-138894, G. Cornuéjols was supported by NSF grant CMMI0653419, ONR grant N00014-97-1-0196 and ANR grant BLAN06-1-138894, and F. Margot was supported by ONR grant N00014-97-1-0196.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Basu, A., Bonami, P., Cornuéjols, G. et al. On the relative strength of split, triangle and quadrilateral cuts. Math. Program. 126, 281–314 (2011). https://doi.org/10.1007/s10107-009-0281-x

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10107-009-0281-x

Mathematics Subject Classification (2000)

Navigation