Cutting-plane method 2026-10-06
A cutting-plane method repeatedly adds valid inequalities that exclude a current relaxed solution while preserving all feasible integer solutions. Gomory fractional cuts provide such inequalities from a fractional simplex dictionary.
Introduce nonnegative surplus variables
At the proposed starting basic feasible solution, the basic variables are and the nonbasic variables are . Its simplex dictionary, with objective , is
Increase to decrease . The simplex ratio test gives limits from , from , and from . The smallest is , so enters and leaves. After this single pivot the dictionary is
All objective coefficients of nonbasic variables are strictly positive. Thus the simplex method has reached its unique optimum:
The feasible dual vector has the same objective, providing an independent weak duality certificate. Normalization gives
These are all the equilibria: the dual's strict slack in row two forces , and the primal's strict slack in column two forces . Equality of the two active row and column payoffs then fixes the displayed probabilities. The value is the first player's expected net loss; the second gains .
Introduce nonnegative slack variables and start the simplex algorithm at , with slacks . The objective's largest positive entering coefficient belongs to . Its ratio test is , , , so leaves and enters.
Solve that pivot row for and substitute into the other rows and the objective :
This is a feasible simplex dictionary at nonbasic variables . All their objective coefficients are negative, so no feasible increase can improve the objective. Thus
The negative reduced coefficients also prove uniqueness of this optimum.
The dual linear program, with nonnegative variables , is
The feasible choice has objective . Weak duality proves that it and the primal point are optimal. Complementary slackness also forces because the first two primal slacks are positive, and then the positive forces .
Introduce integer-valued slack variables and . Write . The initial simplex dictionary is
In the simplex algorithm, let enter. The first constraint is the only limiting one, so leaves at . Substitution gives
Now enters and leaves: its ratio is smaller than the first row's ratio . The resulting simplex dictionary is
All nonbasic objective coefficients are nonpositive, and the basic values are nonnegative. Thus the continuous linear program has optimum
For integer programming, a row with integer variables yields the Gomory fractional cut , where is the fractional part. In the first row, the coefficient of on the left is , whose fractional part is , not . The two possible initial Gomory fractional cuts are therefore
Indeed . Choose the second row: implies , so its cut removes a strictly larger portion of the feasible polygon. This compares both printed alternatives before any further integer rounding.
Use the normalized integer slack variable , rather than an unnecessarily scaled cut slack. At the current basis,
The simplex dictionary is dual feasible but primal infeasible. In the dual simplex algorithm, leaves; the ratios of objective loss to improvement of this negative basic value are for and for , so enters. The pivot gives
The relaxed optimum is now , still nonintegral. The fractional row gives the next Gomory fractional cut
The negative left-hand coefficient of also has fractional part . Normalize the new integer slack variable as . Its dictionary row is . The dual simplex algorithm chooses to enter: its ratio is , compared with for . Substitution gives
Setting the nonbasic to zero gives a feasible integer solution. The final objective row bounds every point in the cut relaxation by , so the integer optimum is
Both cuts are valid for every original integer feasible point, making this also a certificate for the original integer program.