文献类型：期刊文献

英文题名：Eliminating duality gap in integer programming via objective cuts

作者：Wang, Wei[1];Xu, Yifan[2]

机构：[1]E China Univ Sci & Technol, Dept Appl Math, Shanghai 200237, Peoples R China;[2]Fudan Univ, Sch Management, Shanghai 200433, Peoples R China

年份：2008

卷号：4

期号：1

起止页码：75

外文期刊名：PACIFIC JOURNAL OF OPTIMIZATION

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000258529500007)】；

语种：英文

外文关键词：integer programming; duality gap; Lagrangian relaxation; cut

摘要：In this paper, we propose an approach which combines the augmented Lagrangian method with objective cuts to successfully guarantee the dual search in generating an optimal solution of a finite integer optimization problem with multiple constraints. Compared to the general nonlinear Lagrangian methods, the proposed methods do not destroy the structure of the original problem. Some numerical results are presented to show the algorithm process.