On the augmented Lagrangian dual for integer programming

• 成果类型: Article
• 署名作者: Boland, N. L.; Eberhard, A. C.
• 署名单位: University of Newcastle; Royal Melbourne Institute of Technology (RMIT)
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-014-0763-3
• 发表日期: 2015
• 页码: 491-509
• 关键词: algorithm

摘要

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.