On the augmented Lagrangian dual for integer programming | Zendy

Natashia Boland | Zendy; Andrew Eberhard | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

On the augmented Lagrangian dual for integer programming

Author(s) -

Natashia Boland,

Andrew Eberhard

Publication year - 2014

Publication title -

mathematical programming

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.358

H-Index - 131

eISSN - 1436-4646

pISSN - 0025-5610

DOI - 10.1007/s10107-014-0763-3

Subject(s) - augmented lagrangian method , mathematics , integer programming , corollary , integer (computer science) , lagrangian , lagrangian relaxation , duality (order theory) , dual (grammatical number) , mathematical optimization , term (time) , discrete mathematics , computer science , art , literature , programming language , physics , quantum mechanics

We consider the augmented Lagrangian dual for integer programming, and provide a primal characterization of the resulting bound. As a corollary, we obtain proof that the augmented Lagrangian is a strong dual for integer programming. We are able to show that the penalty parameter applied to the augmented Lagrangian term may be placed at a fixed, large value and still obtain strong duality for pure integer programs

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research