We study the mixed-integer rounding (MIR) closures of polyhedral sets. The MIR closure of a polyhedral set is equal to its split closure and the associated separation problem is NP-hard. We describe a mixed-integer programming (MIP) model with linear constraints and a non-linear objective for separating an arbitrary point from the MIR closure of a given mixed-integer set. We linearize the objective using additional variables to produce a linear MIP model that solves the separation problem approximately, with an accuracy that depends on the number of additional variables used. Our analysis yields a short proof of the result of Cook, Kannan and Schrijver (1990) that the split closure of a polyhedral set is again a polyhedron. We also present some computational results with our approximate separation model.

By:* Sanjeeb Dash, Oktay Günlük, Andrea Lodi*

Published in: Mathematical Programming , volume 121, (no 1), pages 33-60 in 2010

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