Split cuts form a well-known class of valid inequalities for mixed-integer programming problems. Cook, Kannan and Schrijver (1990) showed that the split closure of a rational polyhedron $P$ is again a polyhedron. In this paper, we extend this result from a single rational polyhedron to the union of a finite number of rational polyhedra. We then use this result to prove that cross cuts yield closures that are rational polyhedra. Cross cuts are a generalization of split cuts introduced by Dash, Dey and Gunluk (2012). Finally, we show that the quadrilateral closure of the two-row continuous group relaxation is a polyhedron, answering an open question in Basu, Bonami, Cornuejols and Margot (2011).
Citation
IBM Research Report