Characterization of the split closure via geometric lifting

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Abstract: We analyze split cuts from the perspective of cut generating functions via geometric lifting. We show that alpha-cuts, a natural higher-dimensional generalization of the k-cuts of Cornu'{e}jols et al., gives all the split cuts for the mixed-integer corner relaxation. As an immediate consequence we obtain that the k-cuts are equivalent to split cuts for the 1-row mixed-integer relaxation. Further, we show that split cuts for finite-dimensional corner relaxations are restrictions of split cuts for the infinite-dimensional relaxation. In a final application of this equivalence, we exhibit a family of pure-integer programs whose split closures have arbitrarily bad integrality gap. This complements the mixed-integer example provided by Basu et al [On the relative strength of split, triangle and quadrilateral cuts, Math. Program. 126(2):281--314, 2011].









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