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: | Li Duan, Xu Yifan |
Keywords: | lagrange multipliers |
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.