A Generalization of a Theorem of Chvatal and Gomory.
CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
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The author generalizes the result of Chvatal and Gomory, by providing two simple operations which, iteratively applied, yield all facets to the convex span of all feasible points to a linear problem plus an additional nonlinear constraint, when the linear constraints define a polytope. In integer programming, this additional nonlinear constraint is that the solution be integral. The extension permits restrictions of the solution to more general sets than a bounded set of integer points, and understood algorithmically, it provides a finitely convergent cutting-plane algorithm for a large class of nonlinear programming problems. Author
- Operations Research