A result in surrogate duality for certain integer programming problems

A result in surrogate duality for certain integer programming problems

0.00 Avg rating0 Votes
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: ,
Abstract:

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.

Reviews

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 Your email address will not be published.