Minimal Valid Inequalities for Integer Constraints
Published Online:22 Jul 2009https://doi.org/10.1287/moor.1080.0370
Abstract
In this paper, we consider a semi-infinite relaxation of mixed-integer linear programs. We show that minimal valid inequalities for this relaxation correspond to maximal lattice-free convex sets, and that they arise from nonnegative, piecewise linear, positively homogeneous, convex functions.
