Zero duality gap in integer programming: P-norm surrogate constraint method

Zero duality gap in integer programming: P-norm surrogate constraint method

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Article ID: iaor20022530
Country: Netherlands
Volume: 25
Issue: 2
Start Page Number: 89
End Page Number: 96
Publication Date: Sep 1999
Journal: Operations Research Letters
Authors:
Abstract:

A p-norm surrogate constraint method is proposed for integer programming. A single surrogate constraint can be always constructed using a p-norm such that the feasible sets in a surrogate relaxation and the primal problem match exactly. The p-norm surrogate constraint method is thus guaranteed to succeed in identifying an optimal solution of the primal problem with zero duality gap. The existence of a saddle point is proven for integer programming problems.

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