Article ID: | iaor1988730 |
Country: | Netherlands |
Volume: | 43 |
Issue: | 1 |
Start Page Number: | 103 |
End Page Number: | 106 |
Publication Date: | Jan 1989 |
Journal: | Mathematical Programming (Series A) |
Authors: | Karwan Mark H., Ram Balasubramanian |
The authors consider linear programming problems with some equality constraints. For such problems, surrogate relaxation formulations relaxing equality constraints exist with zero primal-dual gap both when all variables are restricted to be integers and when no variable is required to be integer. However, for such surrogate formulations, when the variables are mixed-integer, the primal-dual gap may not be zero. The authors establish this latter result by a counterexample.