- Title
- On the augmented Lagrangian dual for integer programming
- Creator
- Boland, N. L.; Eberhard, A. C.
- Relation
- ARC.DP140100985 http://purl.org/au-research/grants/arc/DP140100985
- Relation
- Mathematical Programming Vol. 150, Issue 2, p. 491-509
- Publisher Link
- http://dx.doi.org/10.1007/s10107-014-0763-3
- Publisher
- Springer
- Resource Type
- journal article
- Date
- 2015
- Description
- 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.
- Subject
- Lagrangian dual; integer programming; mathematics
- Identifier
- http://hdl.handle.net/1959.13/1338133
- Identifier
- uon:27961
- Identifier
- ISSN:0025-5610
- Language
- eng
- Reviewed
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