Gomory Fractional Cuts
How to construct a Gomory fractional cut from a row of the simplex tableau in which a basic variable is fractional, including handling negative and integer coefficients, and how to add the cut to the tableau as an equation with a non-negative slack.
Tutorial
The Fractional Part
When the simplex method solves the LP relaxation of an integer program, a basic variable can land on a non-integer value. From such a row we can build a Gomory fractional cut -- a linear inequality that excludes the current LP optimum while keeping every integer feasible point. The whole construction rests on a single operation: extracting the fractional part of a real number.
For any , the fractional part of is
where is the greatest integer . By construction, .
A few quick computations:
Notice that for negative numbers, rounds down (more negative), so is still in . The fractional part of an integer is always .