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Approximation of corner polyhedra with families of intersection cuts
We study the problem of approximating the corner polyhedron using
intersection cuts derived from families of lattice-free sets in .
In particular, we look at the problem of characterizing families that
approximate the corner polyhedron up to a constant factor, which depends only
on and not the data or dimension of the corner polyhedron. The literature
already contains several results in this direction. In this paper, we use the
maximum number of facets of lattice-free sets in a family as a measure of its
complexity and precisely characterize the level of complexity of a family
required for constant factor approximations. As one of the main results, we
show that, for each natural number , a corner polyhedron with basic
integer variables and an arbitrary number of continuous non-basic variables is
approximated up to a constant factor by intersection cuts from lattice-free
sets with at most facets if and that no such approximation is
possible if . When the approximation factor is allowed to
depend on the denominator of the fractional vertex of the linear relaxation of
the corner polyhedron, we show that the threshold is versus .
The tools introduced for proving such results are of independent interest for
studying intersection cuts
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