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
Schlagworte:	Algorithms Calculus of Variations and Optimal Control Optimization Combinatorics Integer programming Lagrange multiplier Linear programming Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Nonlinear equations Norms Numerical Analysis Quadratic programming Short Communication Studies Theoretical
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