Mathematics of Operations Research
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MATHEMATICS OF OPERATIONS RESEARCH
Vol. 26, No. 1, February 2001, pp. 19-30
DOI: 10.1287/moor.26.1.19.10593
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On the Matrix-Cut Rank of Polyhedra

William Cook, Sanjeeb Dash

Computational and Applied Mathematics, Rice University, Houston, Texas 77005
Computational and Applied Mathematics, Rice University, Houston, Texas 77005

Lovász and Schrijver (1991) described a semidefinite operator for generating strong valid inequalities for the 0-1 vectors in a prescribed polyhedron. Among their results, they showed that n iterations of the operator are sufficient to generate the convex hull of 0-1 vectors contained in a polyhedron in n-space. We give a simple example, having Chvátal rank 1, that meets this worst case bound of n. We describe another example requiring n iterations even when combining the semidefinite and Gomory-Chvátal operators. This second example is used to show that the standard linear programming relaxation of a k-city traveling salesman problem requires at least {lfloor}k/8{rfloor} iterations of the combined operator; this bound is best possible, up to a constant factor, as k+1 iterations suffice.

Key Words: Semidefinite programming; integer hull; rank of polytopes; cutting planes; projection operators
History: Received: October 27, 1999; revision received: August 14, 2000;


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