A Cutting-Plane Game for Facial Disjunctive Programs
R. G. Jeroslow · SIAM Journal on Control and Optimization · 1980
Balas’ characterization, of the convex span of feasible solutions to a system of facial constraints, is generalized through the device of first viewing the characterization as a two person “game” on a polytope, and then enlarging the class of “moves” open to one of the “players.” Both primal and dual cutting-plane algorithms are presented for facial constraint systems, and are then proven finitely-convergent by use of our generalization of Balas’ result.