  The well-known sequentially lifted cover inequality is widely employed in
solving mixed integer programs. However, it is still an open question whether a
sequentially lifted cover inequality can be computed in polynomial time for a
given minimal cover (Gu, Nemhauser, and Savelsbergh, INFORMS J. Comput., 26:
117--123, 1999). We show that this problem is NP-hard, thus giving a negative
answer to the question.
