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The split closure of a strictly convex body
Authors:D. Dadush
Affiliation:
  • a H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive NW, Atlanta, GA 30332-0205, United States
  • b Business Analytics and Mathematical Sciences Department, IBM T. J. Watson Research Center, P.O. Box 218, Yorktown Heights, NY 10598, United States
  • c Department of Industrial Engineering, University of Pittsburgh 1048 Benedum Hall, Pittsburgh, PA 15261, United States
  • Abstract:The Chvátal-Gomory closure and the split closure of a rational polyhedron are rational polyhedra. It has been recently shown that the Chvátal-Gomory closure of a strictly convex body is also a rational polytope. In this note, we show that the split closure of a strictly convex body is defined by a finite number of split disjunctions, but is not necessarily polyhedral. We also give a closed form expression in the original variable space of a split cut for full-dimensional ellipsoids.
    Keywords:Split cuts   Split closure   Nonlinear integer programming
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