On the augmented Lagrangian dual for integer programming
NL Boland, AC Eberhard
Mathematical Programming | SPRINGER HEIDELBERG | Published : 2015
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.
Awarded by Australian Research Council
We thank two anonymous referees, whose thorough consideration and insightful comments enabled us to substantially improve the paper. We also acknowledge the generous support of the Australian Research Council through Discovery Grant DP0987445, without which this work would not have occurred.