Exact augmented Lagrangian duality for mixed integer linear programming

DOI10.1007/s10107-016-1012-8zbMath1364.90226OpenAlexW2336243738MaRDI QIDQ507329

Shabbir Ahmed, Mohammad Javad Feizollahi, Andy Sun

Publication date: 3 February 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-016-1012-8

zbMATH Keywords

penalty functionsmixed integer linear programmingLagrangian duality

Mathematics Subject Classification ID

Mixed integer programming (90C11) Optimality conditions and duality in mathematical programming (90C46) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27)

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