An extreme function which is nonnegative and discontinuous everywhere

For the one dimensional infinite group relaxation, we construct a sequence of extreme valid functions that are piecewise linear and such that for every natural number $$k\ge 2$$, there is a function in the sequence with k slopes. This settles an open question in this area regarding a universal bound on the number of slopes for extreme functions. The function which is the pointwise limit of this sequence is an extreme valid function that is continuous and has an infinite number of slopes. This provides a new and more refined counterexample to an old conjecture of Gomory and Johnson that stated all extreme functions are piecewise linear.

The infinite relaxations in integer programming were introduced by Gomory and Johnson to provide a general framework for the theory of cutting planes: the so-called valid functions, and in particular the minimal and extreme functions, can be seen as automatic rules for the generation of cuts. However, while many extreme functions are piecewise linear and therefore easy to describe, the set of extreme functions turns out to have a very complicated mathematical structure, as several extreme functions are known that exhibit a somewhat pathological behavior. In this paper we show that if some smoothness assumption is imposed on an extreme function $$\pi $$, then $$\pi $$ is necessarily piecewise linear. More precisely, we show that if a continuous extreme function for the Gomory–Johnson one-dimensional infinite group relaxation is a piecewise $${\mathcal {C}}^2$$ function, then it is a piecewise linear function.

Infinite group relaxations of integer programs (IP) were introduced by Gomory and Johnson (Math Program 3:23–85, 1972) to generate cutting planes for general IPs. These valid inequalities correspond to real-valued functions defined over an appropriate infinite group. Among all the valid inequalities of the infinite group relaxation, extreme inequalities are most important since they are the strongest cutting planes that can be obtained within the group-theoretic framework. However, very few properties of extreme inequalities of infinite group relaxations are known. In particular, it is not known if all extreme inequalities are continuous and what their relations are to extreme inequalities of finite group problems. In this paper, we describe new properties of extreme functions of infinite group problems. In particular, we study the behavior of the pointwise limit of a converging sequence of extreme functions as well as the relations between extreme functions of finite and infinite group problems. Using these results, we prove for the first time that a large class of discontinuous functions is extreme for infinite group problems. This class of extreme functions is the generalization of the functions given by Letchford and Lodi (Oper Res Lett 30(2):74–82, 2002), Dash and Gunluk (Proceedings 10th conference on integer programming and combinatorial optimization. Springer, Heidelberg, pp 33–45 (2004), Math Program 106:29–53, 2006) and Richard et al. (Math Program 2008, to appear). We also present several other new classes of discontinuous extreme functions. Surprisingly, we prove that the functions defining extreme inequalities for infinite group relaxations of mixed integer programs are continuous.

We give the solution of the Turan extremal problem for compact supported functions on the half-line with nonnegative Jacobi transform and the dual Fejer extremal problem for even nonnegative entire functions of exponential type that are Jacobi transforms. We prove the uniqueness of the extremal functions. The Markov quadrature formula on the half-line at zeros of the modified Jacobi function is used for the proof of these results.

Theoretical investigations on maximal dual feasible functions

This is a survey on the infinite group problem, an infinite-dimensional relaxation of integer linear optimization problems introduced by Ralph Gomory and Ellis Johnson in their groundbreaking papers titled "Some continuous functions related to corner polyhedra I, II" [Math. Programming 3 (1972), 23-85, 359-389]. The survey presents the infinite group problem in the modern context of cut generating functions. It focuses on the recent developments, such as algorithms for testing extremality and breakthroughs for the k-row problem for general k >= 1 that extend previous work on the single-row and two-row problems. The survey also includes some previously unpublished results; among other things, it unveils piecewise linear extreme functions with more than four different slopes. An interactive companion program, implemented in the open-source computer algebra package Sage, provides an updated compendium of known extreme functions.

In the cone of non-negative (on the real axis) entire functions, a certain simple functionf(x) is shown not to be the barycenter of any finite number of extreme functions. This is in contradistinction to S. Karlin's result that every non-negativepolynomial is the barycenter oftwo extreme ones.

We study the question of nonexistence of extremal functions for perturbations of some sharp inequalities such as those of Moser-Trudinger (1971) and Chang- Marshall (1985). We shall show that for each critically sharp (in a sense that will be precisely defined) inequality of the formwhere is a collection of measurable functions on a finite measure space (I, μ) and O a nonnegative continuous function on [0, ∞), we have a continuous Ψ on [0, ∞) with 0 ≤ Ψ ≤ Φ, but withnot being attained even if the supremum in (1) is attained. We then apply our results to the Moser-Trudinger and Chang-Marshall inequalities. Our result is to be contrasted with the fact shown by Matheson and Pruss (1994) that if Ψ(t) = o(Φ(t) as t —> ∞ then the supremum in (2) is attained. In the present paper, we also give a converse to that fact.

In this paper we present a class of valid inequalities as well as a class of facets for the cut-polytope of the complete graph. It is shown that many of the known classes of valid inequalities, e.g., triangle, hypermetric and cycle inequalities, belong to this class. By specializing some of the parameters, large classes of facets can be defined. It is shown that each of these classes contains at least (n/3)n/3 facets, where n ≥ 10 denotes the number of vertices, and that the corresponding separation problems are polynomially solvable. These results are based on a one-to-one correspondence established between the set of valid inequalities (facets) for the cut-polytope of Kn+1, and the set of nonnegative (extremal) quadratic pseudo-Boolean functions in n variables.

The cut dominant of a graph is the unbounded polyhedron whose points are all those that dominate some convex combination of proper cuts. Minimizing a nonnegative linear function over the cut dominant is equivalent to finding a minimum weight cut in the graph. We give a forbidden-minor characterization of the graphs whose cut dominant can be defined by inequalities with integer coefficients and right-hand side at most 2. Our result is related to the forbidden-minor characterization of TSP-perfect graphs by Fonlupt and Naddef [Math. Program, 53 (1992), pp. 147--172]. We show how to derive each of the results from the other. Furthermore, we establish general properties of forbidden minors for right-hand sides larger than 2.

Composite lifting of group inequalities and an application to two-row mixing inequalities