A nonlinear Lagrangian dual for integer programming

A nonlinear Lagrangian dual for integer programming

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Article ID: iaor20031618
Country: Netherlands
Volume: 30
Issue: 6
Start Page Number: 401
End Page Number: 407
Publication Date: Dec 2002
Journal: Operations Research Letters
Authors: ,
Keywords: lagrange multipliers
Abstract:

Nonlinear Lagrangian theory offers a success guarantee for the dual search via construction of a nonlinear support of the perturbation function at the optimal point. In this paper, a new nonlinear dual formulation of an exponential form is proposed for bounded integer programming. This new formulation possesses an asymptotic strong duality property and guarantees a success in identifying a primal optimum solution. No actual dual search is needed in the solution process when the parameter of the nonlinear Lagrangian formulation is set to be large enough.

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