Asymptotic strong duality for bounded integer programming: A logarithmic-exponential dual formulation

Asymptotic strong duality for bounded integer programming: A logarithmic-exponential dual formulation

0.00 Avg rating0 Votes
Article ID: iaor20041204
Country: United States
Volume: 25
Issue: 4
Start Page Number: 625
End Page Number: 644
Publication Date: Nov 2000
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

A logarithmic-exponential dual formulation is proposed in this paper for bounded integer programming problems. This new dual formulation possesses an asymptotic strong duality property and guarantees the identification of an optimal solution of the primal problem. These prominent features are achieved by exploring a novel nonlinear Lagrangian function, deriving an asymptotic zero duality gap, investigating the unimodality of the associated dual function and ensuring the primal feasibility of optimal solutions in the dual formulation. One other feature of the logarithmic-exponential dual formulation is that no actual dual search is needed when parameters are set above certain threshold-values.

Reviews

Required fields are marked *. Your email address will not be published.