We define the k-dimensional lattice closure of a polyhedral mixed-integer set to be the intersection of the convex hulls of all possible relaxations of the set obtained by choosing up to k integer vectors and requiring
to be integral. We show that given any collection of such relaxations, finitely many of them dominate the rest. The k-dimensional lattice closure is equal to the split closure when k = 1. Therefore the k-dimensional lattice closure of a rational polyhedral mixed-integer set is a polyhedron when k = 1 and our domination result extends this to all k 2. We also construct a polyhedral mixed-integer set with n > k integer variables such that finitely many iterations of the k-dimensional lattice closure do not give the integer hull. In addition, we use this result to show that t-branch split cuts cannot give the integer hull, nor can valid inequalities from unbounded, full-dimensional, convex lattice-free sets.
By: Sanjeeb Dash, Oktay Günlük, Diego A. Morán
Published in: RC25634 in 2016
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