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A geometric perspective on lifting

By Michele Conforti, Gérard Cornuéjols and Giacomo Zambelli

Abstract

Recently it has been shown that minimal inequalities for a continuous relaxation of mixed-integer linear programs are associated with maximal lattice-free convex sets. In this paper, we show how to lift these inequalities for integral nonbasic variables by considering maximal lattice-free convex sets in a higher dimensional space. We apply this approach to several examples. In particular, we identify cases in which the lifting is unique

Topics: QA Mathematics
Publisher: Insitute for operations research and the management sciences (INFORMS)
Year: 2011
DOI identifier: 10.1287/opre.1110.0916
OAI identifier: oai:eprints.lse.ac.uk:31729
Provided by: LSE Research Online
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