Cutting planes from two-term disjunctions

Pierre Bonami, Michele Conforti, Gérard Cornuéjols, Marco Molinaro, Giacomo Zambelli

Abstract: We consider a polyhedron intersected by a two-term disjunction, and we characterize the polyhedron resulting from taking its closed convex hull. This generalizes an earlier result of Conforti, Wolsey, and Zambelli on split disjunctions. We also recover as a special case the valid inequalities derived by Júdice, Sherali, Ribeiro, and Faustino for linear complementarity problems.