Journal article

On the augmented Lagrangian dual for integer programming

NL Boland, AC Eberhard

Mathematical Programming | SPRINGER HEIDELBERG | Published : 2015

Abstract

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.

University of Melbourne Researchers

Grants

Awarded by Australian Research Council


Funding Acknowledgements

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.