The Triangle Closure is a Polyhedron

Recently, cutting planes derived from maximal lattice-free convex sets have been studied intensively by the integer programming community. An important question in this research area has been to decide whether the closures associated with certain families of lattice-free sets are polyhedra. For a long time, the only result known was the celebrated theorem of Cook, Kannan and Schrijver who showed that the split closure is a polyhedron. Although some fairly general results were obtained by Andersen, Louveaux and Weismantel [ An analysis of mixed integer linear sets based on lattice point free convex sets, Math. Oper. Res. 35 (2010), 233--256] and Averkov [On finitely generated closures in the theory of cutting planes, Discrete Optimization 9 (2012), no. 4, 209--215], some basic questions have remained unresolved. For example, maximal lattice-free triangles are the natural family to study beyond the family of splits and it has been a standing open problem to decide whether the triangle closure is a polyhedron. In this paper, we show that when the number of integer variables $m=2$ the triangle closure is indeed a polyhedron and its number of facets can be bounded by a polynomial in the size of the input data. The techniques of this proof are also used to give a refinement of necessary conditions for valid inequalities being facet-defining due to Cornu\'ejols and Margot [On the facets of mixed integer programs with two integer variables and two constraints, Mathematical Programming 120 (2009), 429--456] and obtain polynomial complexity results about the mixed integer hull.Comment: 39 pages; made self-contained by merging material from arXiv:1107.5068v

Comparing Intersection Cut Closures using Simple Families of Lattice-Free Convex Sets

Mixed integer programs are a powerful mathematical tool, providing a general model for expressing both theoretically difficult and practically useful problems. One important subroutine of algorithms solving mixed integer programs is a cut generation procedure. The job of a cut generation procedure is to produce a linear inequality that separates a given infeasible point x* (usually a basic feasible solution of the linear programming relaxation) from the set of feasible solutions for the problem at hand. Early and well-known cut generation procedures rely on analyzing a single row of the simplex tableau for x*. Andersen et al. renewed interest in d-row cuts (i.e. cuts derived from d rows of the simplex tableau) by showing that these cuts afford some theoretical benefit. One lens from which to study d-row cuts is in the context of the intersection cuts of Balas and, in particular, intersection cuts obtained from lattice-free convex sets. The strongest d-row intersection cuts are obtained from maximal lattice-free convex sets in $R^d$ - all of which are polyhedra with at most $2^d$ facets. This thesis is concerned with theoretical comparison of the d-row cuts generated by different families of maximal lattice-free convex sets. We use the gauge measure to appraise the quality of the approximation. The main area of focus is 2-row cuts. The problem of generating 2-row cuts can be re-posed as generating valid inequalities for a mixed integer linear set F with two free integer variables and any number of non-negative continuous variables, where there are two defining equations. Every minimal valid inequality for the convex hull of F is an intersection cut generated by a maximal lattice-free split, triangle or quadrilateral. The family of maximal lattice-free triangles can be subdivided into the families of type 1, type 2, and type 3 triangles. Previous results of Basu et al. and Awate et al. compare how well the inequalities from one of these families approximates the convex hull of F (a.k.a. the corner polyhedron). In particular, the closure of all type 2 triangle inequalities is shown to be within a factor of 3/2 of the corner polyhedron. The authors also provide an instance where all type 2 triangles inequalities cannot approximate the corner polyhedron better than a factor of 9/8. The same bounds are shown for type 3 triangles and quadrilaterals. These results are obtained not by directly comparing the given closures to the convex hull of F, but rather to each other. In this thesis, we tighten one of the underlying bounds, showing that the closure of all type 2 triangle inequalities are within a factor of 5/4 of the closure of all quadrilateral inequalities. We also consider the sub-family of quadrilaterals where opposite edges have equal slope. We show that these parallelogram cuts can be approximated by all type 2 triangle inequalities within a factor of 9/8 and there exist instances where no better approximation is possible. In proving both these bounds, we use a subset of the family of type 2 triangles; we call the members of this sub-family ray-sliding triangles. A secondary area of focus in this thesis is d-row cuts for d >= 3. For d-row cuts in general, the underlying maximal lattice-free convex sets in $R^d$ are not easily classified. Absent a classification, Averkov et al, show that all inequalities generated by lattice-free convex sets with at most $i$ facets approximate the corner polyhedron within a finite factor only when $i > 2^{d-1}$. Here we take a different tact and try to prove analogues of 2-row cut results. We extend the proof techniques to obtain a constant factor approximation between two structured families of maximal lattice-free convex sets in $R^d$ for d >= 3

On the development of cut-generating functions

Cut-generating functions are tools for producing cutting planes for generic mixed-integer sets. Historically, cutting planes have advanced the progress of algorithms for solving mixed- integer programs. When used alone, cutting-planes provide a finite time algorithm for solving a large family of integer programs [12, 70]. Used in tandem with other algorithmic techniques, cutting planes play a large role in popular commercial solvers for mixed-integer programs [9, 34, 35]. Considering the benefit that cutting planes bring, it becomes important to understand how to construct good cutting planes. Sometimes information about the motivating prob- lem can be used to construct problem-specific cutting planes. One prominent example is the history of the Traveling Salesman Problem [43]. However, it is unclear how much insight into the particular problem is required for these types of cutting-planes. In contrast, cut- generating functions (a term coined by Cornu ́ejols et al. [40]) provide a way to construct cutting planes without using inherent structure that a problem may have. Some of the earliest examples of cut-generating functions are due to Gomory [70] and these have been very successful in practice [34]. Moreover, cut-generating functions produce the strongest cutting planes for some commonly used mixed-integer sets such as Gomory’s corner poly- hedron [66, 95]. In this thesis, we examine the theory of cut-generating functions. Due to the success of the cut-generating function created by Gomory, there has been a proliferation of research in this direction with one end goal being the further advancement of algorithms for mixed- integer programs [78, 40, 28]. We contribute to the theory by assessing the usefulness of certain cut-generating functions and developing methods for constructing new ones. Primary Reader: Amitabh Basu Secondary Reader: Daniel Robinso

The Triangle Closure is a Polyhedron

Recently, cutting planes derived from maximal lattice-free convex sets have been studied intensively by the integer programming community. An important question in this research area has been to decide whether the closures associated with certain families of lattice-free sets are polyhedra. For a long time, the only result known was the celebrated theorem of Cook, Kannan and Schrijver who showed that the split closure is a polyhedron. Although some fairly general results were obtained by Andersen, Louveaux and Weismantel [An analysis of mixed integer linear sets based on lattice point free convex sets, Math. Oper. Res. 35, (2010) pp. 233–256], some basic questions have remained unresolved. For example, maximal lattice-free triangles are the natural family to study beyond the family of splits and it has been a standing open problem to decide whether the triangle closure is a polyhedron. In this paper, we resolve this by showing that the triangle closure is indeed a polyhedron, and its number of facets can be bounded by a polynomial in the size of the input data