A disjunctive cutting plane procedure for general mixed-integer linear programs (Q5930736)

A cutting plane algorithm for mixed integer programs with general integer variables is developed. It is based on variable disjunctions. The authors prove that the procedure finitely generates the convex hull for any variable \(x_j \in \mathbb Z\) and conv\((F)\) in the limit. The cutting plane algorithm generates cutting planes at the optimal and near optimal vertices. The work extends earlier research on integer programmes with binary variables.