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On the augmented Lagrangian dual for integer programming

journal contribution
posted on 2024-11-01, 15:41 authored by Natashia Boland, Andrew EberhardAndrew Eberhard
We consider the augmented Lagrangian dual for integer programming, and provide a primal characterization of the resulting bound. As a corollary, we obtain proof that the augmented Lagrangian is a strong dual for integer programming. We are able to show that the penalty parameter applied to the augmented Lagrangian term may be placed at a fixed, large value and still obtain strong duality for pure integer programs.

History

Related Materials

  1. 1.
    DOI - Is published in 10.1007/s10107-014-0763-3
  2. 2.
    ISSN - Is published in 00255610

Journal

Mathematical Programming

Volume

150

Start page

491

End page

509

Total pages

19

Publisher

Springer Berlin Heidelberg

Place published

Germany

Language

English

Copyright

© Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society 2014

Former Identifier

2006046025

Esploro creation date

2020-06-22

Fedora creation date

2014-10-29