Piecewise smooth extreme functions are piecewise linear

The infinite relaxations in integer programming were introduced by Gomory and Johnson to provide a general framework for the theory of cutting planes: the so-called valid functions, and in particular the minimal and extreme functions, can be seen as automatic rules for the generation of cuts. However, while many extreme functions are piecewise linear and therefore easy to describe, the set of extreme functions turns out to have a very complicated mathematical structure, as several extreme functions are known that exhibit a somewhat pathological behavior. In this paper we show that if some smoothness assumption is imposed on an extreme function π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document}, then π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document} is necessarily piecewise linear. More precisely, we show that if a continuous extreme function for the Gomory–Johnson one-dimensional infinite group relaxation is a piecewise C2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {C}}^2$$\end{document} function, then it is a piecewise linear function.