Minimal cut-generating functions are nearly extreme

Abstract

We study continuous (strongly) minimal cut generating functions for the model where all variables are integer. We consider both the original Gomory–Johnson setting as well as a recent extension by Yıldız and Cornuéjols (Math Oper Res 41:1381–1403, 2016). We show that for any continuous minimal or strongly minimal cut generating function, there exists an extreme cut generating function that approximates the (strongly) minimal function as closely as desired. In other words, the extreme functions are “dense” in the set of continuous (strongly) minimal functions.