On the augmented Lagrangian dual for integer programming

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 augme...

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Veröffentlicht in:Mathematical programming 2015-05, Vol.150 (2), p.491-509
Hauptverfasser: Boland, N. L., Eberhard, A. C.
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0025-5610
1436-4646
DOI:10.1007/s10107-014-0763-3