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Fenchel cutting planes for integer programs. (English) Zbl 0809.90104
A technique for generating cutting planes for integer problems is introduced, that is based on the ability to optimize a linear function on a polyhedron and that does not request knowledge of the polyhedral structure of the integer program.
A procedure for the generation of the cutting planes, probably as deep as possible, with respect to separating a point \(x\) from the polyhedron is presented and an application to integer programming is proposed. Also the convergence and computational results are presented.

MSC:
90C10 Integer programming
Keywords:
cutting planes
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