On a generalization of the Chvátal–Gomory closure

Abstract

Many practical integer programming problems involve variables with one or two-sided bounds. Dunkel and Schulz (A refined Gomory–Chvátal closure for polytopes in the unit cube, http://www.optimization-online.org/DB_FILE/2012/03/3404.pdf, 2012) considered a strengthened version of Chvátal–Gomory (CG) inequalities that use 0–1 bounds on variables, and showed that the set of points in a rational polytope that satisfy all these strengthened inequalities is a polytope. Recently, we generalized this result by considering strengthened CG inequalities that use all variable bounds. In this paper, we generalize further by considering not just variable bounds, but general linear constraints on variables. We show that all points in a rational polyhedron that satisfy such strengthened CG inequalities form a rational polyhedron. We also extend this polyhedrality result to mixed-integer sets defined by linear constraints.