Minimal inequalities for an infinite relaxation of integer programs

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Abstract: We show that maximal S-free convex sets are polyhedra when S is the set of integral points in some rational polyhedron of mathbbRn. This result extends a theorem of Lov'asz characterizing maximal lattice-free convex sets. Our theorem has implications in integer programming. In particular, we show that maximal S-free convex sets are in one-to-one correspondence with minimal inequalities.




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