Convexity cuts for multiple choice problems

AbstractThe purpose of this note is to show that the convexity (or intensection) cut ideas can be exploited to special advantage for integer programs with certain structures. In particular, we show how to obtain now cuts for “multiple choice” and other related “combinatorial” problems. Our approach can usefully be applied to problems involving logical alternatives without having to reformulate (and enlarge) such problems by the addition of 0–1 variables and associated linear constraints