ASYMPTOTIC STRONG DUALITY FOR BOUNDED INTEGER PROGRAMMING : A LOGARITHMIC-EXPONENTIAL DUAL FORMULATION

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)625-644
Journal / PublicationMathematics of Operations Research
Volume25
Issue number4
Publication statusPublished - Nov 2000
Externally publishedYes

Abstract

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.

Research Area(s)

  • Integer programming, nonlinear integer programming, duality theory, logarithmic-exponential dual formulation, strong duality, primal feasibility