Abstract
A p-norm surrogate constraint method is proposed for integer programming. A single surrogate constraint can be always constructed using a p-norm such that the feasible sets in a surrogate relaxation and the primal problem match exactly. The p-norm surrogate constraint method is thus guaranteed to succeed in identifying an optimal solution of the primal problem with zero duality gap. The existence of a saddle point is proven for integer programming problems.
| Original language | English |
|---|---|
| Pages (from-to) | 89-96 |
| Journal | Operations Research Letters |
| Volume | 25 |
| Issue number | 2 |
| Online published | 18 Aug 1999 |
| DOIs | |
| Publication status | Published - Sept 1999 |
| Externally published | Yes |
Research Keywords
- Integer programming
- Surrogate constraint method
- Duality gap
- Saddle point
- p-norm surrogate constraint method