Let's now see which are the main properties of the sets Pj(K).
Evidently each of these sets is a polyhedron contained in K and containing
the convex hull P(S) of the feasible solutions of the problem. Moreover,
one can show that all the vertices of Pj(K)
have their j-th component equal either to 0 or to 1. This immediately
implies that each point of K having a fractional component x(j) does not
belong to Pj(K). So we may try to solve
the MIP problem with a cutting plane procedure that uses facets or at
least valid inequalities of the polyhedra Pj(K)
as cuts. To perform this idea first we have to derive the linear description
of Pj(K) from that of K.
By definition each element of Pj(K)
is the convex combination of two element x1 and x2 of K, the first having
x(j) = o and the other x(j) = 1. This condition may be restated by saying
that x belong to Pj(K) if there exist
a1, a1 not negative and having sum 1 and y1 and y2 satisfying the folowing
system of constraints.
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