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Operations Research Letters
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The split closure of a strictly convex body

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Abstract

The ChvtalGomory closure and the split closure of a rational polyhedron are rational polyhedra. It has been recently shown that the ChvtalGomory 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. © 2011 Elsevier B.V. All rights reserved.

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Operations Research Letters

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