Lagrangean duality for facial programs with applications to integer and complementarity problems

Lagrangean duality for facial programs with applications to integer and complementarity problems

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Article ID: iaor19931184
Country: Netherlands
Volume: 11
Issue: 5
Start Page Number: 293
End Page Number: 302
Publication Date: Jun 1992
Journal: Operations Research Letters
Authors: ,
Keywords: duality
Abstract:

In this paper the authors consider how to close the duality gap when Lagrangean duality is applied to a facial constraint. They generalize some results by Giannessi and Niccolucci. This enables the authors to close the duality gap for a class of mathematical programming problems with complementarity constraints. Finally they discuss the connections to general duality theory and provide a simple way to close the duality gap for a general mathematical program that violates the Slater condition.

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