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Cut-generating functions and S-free sets

Identifieur interne : 000186 ( France/Analysis ); précédent : 000185; suivant : 000187

Cut-generating functions and S-free sets

Auteurs : Michele Conforti [France] ; Gérard Cornuéjols [États-Unis] ; Aris Daniilidis [Espagne] ; Claude Lemaréchal [France] ; Jérôme Malick [France]

Source :

RBID : Hal:hal-01123860

English descriptors

Abstract

We consider the separation problem for sets X that are pre-images of a given set S by a linear mapping. Classical examples occur in integer programming, as well as in other optimization problems such as complementarity. One would like to generate valid inequalities that cut off some point not lying in X, without reference to the linear mapping. To this aim, we introduce a concept: cut-generating functions (cgf) and we develop a formal theory for them, largely based on convex analysis. They are intimately related to S-free sets and we study this relation, disclosing several definitions for minimal cgf's and maximal S-free sets. Our work unifies and puts in perspective a number of existing works on S-free sets; in particular, we show how cgf's recover the celebrated Gomory cuts.

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DOI: 10.1287/moor.2014.0670


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<title level="j">Mathematics of Operations Research</title>
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<term>Convex analysis</term>
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<div type="abstract" xml:lang="en">We consider the separation problem for sets X that are pre-images of a given set S by a linear mapping. Classical examples occur in integer programming, as well as in other optimization problems such as complementarity. One would like to generate valid inequalities that cut off some point not lying in X, without reference to the linear mapping. To this aim, we introduce a concept: cut-generating functions (cgf) and we develop a formal theory for them, largely based on convex analysis. They are intimately related to S-free sets and we study this relation, disclosing several definitions for minimal cgf's and maximal S-free sets. Our work unifies and puts in perspective a number of existing works on S-free sets; in particular, we show how cgf's recover the celebrated Gomory cuts.</div>
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