RMIT University
Browse

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

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