Asymptotic strong duality for bounded integer programming: A logarithmic-exponential dual formulation

被引:17
作者
Sun, XL [1 ]
Li, D
机构
[1] Shanghai Univ, Dept Math, Shanghai 200436, Peoples R China
[2] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Sha Tin, Hong Kong, Peoples R China
关键词
integer programming; nonlinear integer programming; duality theory; logarithmic-exponential dual formulation; strong duality; primal feasibility;
D O I
10.1287/moor.25.4.625.12114
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A logarithmic-exponential dual formulation is proposed in this paper for bounded integer programming problems. This new dual formulation possesses an asymptotic strong duality property and guarantees the identification of an optimal solution of the primal problem. These prominent features are achieved by exploring a novel nonlinear Lagrangian function, deriving an asymptotic zero duality gap, investigating the unimodality of the associated dual function and ensuring the primal feasibility of optimal solutions in the dual formulation. One other feature of the logarithmic-exponential dual formulation is that no actual dual search is needed when parameters are set above certain threshold-values.
引用
收藏
页码:625 / 644
页数:20
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