Minimal inequalities for an infinite relaxation of integer programs

We show that maximal S-free convex sets are polyhedra when S is the set of integral points in some rational polyhedron of Rn. This result extends a theorem of Lovasz characterizing maximal lattice-free convex sets. We then consider a model that arises in integer programming, and show that all irredundant inequalities are obtained from maximal S-free convex sets.

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http://eprints.lse.ac.uk/31581/