A Hereditary Property of Cutting Plane Procedures
Gérard Cornuéjols, Vrishabh Patil
Abstract
Let K' denote the closure of a convex set K under a given cutting-plane procedure. The procedure satisfies the hereditary property if F' = K' F for every face F of K. The property underlies inductive proofs of finite-rank and the polyhedrality of closures, and it is an admissibility requirement in abstract frameworks for cutting-plane procedures. Yet, it has not been studied systematically across well-known cutting-plane procedures. We establish two sufficient conditions for the property. The first applies to procedures that can be expressed as closures under intersection cuts from a family of lattice-free convex sets, when a single family realizes the closure of K and of each of its faces. It yields the hereditary property for the split, lift-and-project, Lovász--Schrijver, Sherali--Adams, and Lasserre closures, applied over general convex sets and for faces that need not be exposed. The second applies to procedures whose cuts are valid inequalities for Gomory's corner polyhedron, and it yields the hereditary property for the closure of Dantzig cuts derived from all bases. We complement these results with four classical procedures for which the hereditary property fails, namely the closure of Gomory's fractional cuts (derived from either all bases or feasible bases only), the mixed-integer Chvátal closure, the +-cut closure, and the closure of Dantzig cuts derived from feasible bases.
Create a lesson
Related papers
Gaussian-Restricted Barycenters for KL-Unbalanced Optimal Transport: Variational Theory and Fixed-Point Convergence
Jiaping Yang, Yunxin Zhang
Improved Gradient Descent Lower Bounds Beyond Nesterov
Yuhan Ye, Kaizhao Liu
Fundamental Limits of Adaptive Stabilization with an Unknown Growth Exponent
Zhaobo Liu
An Adaptive Projected-Gradient Algorithm for Sample-Average Approximations of Stochastic Multi-Objective Optimization
Yiyang Li, Lei Wang, Xiaojun Chen
Insensitizing Control Problems for Coupled Stochastic Parabolic Systems with State and Gradient Observations
Said Boulite, Abdellatif Elgrou, Abdelaziz Rhandi
Projected Subgradient Methods for a Class of Nonsmooth and Nonconvex Optimization Problems
Christian Kanzow, Jannis Krüger, Leo Lehmann