An algorithm for the separation of two-row cuts

We consider the question of finding deep cuts from a model with two rows of the type PI = {(x, s) ∈ Z×R+ : x = f + Rs}. To do that, we show how to reduce the complexity of setting up the polar of conv(PI) from a quadratic number of integer hull computations to a linear number of integer hull computations. Furthermore, we present an algorithm that avoids computing all integer hulls. A polynomial running time is not guaranteed but computational results show that the algorithm runs quickly in practice.