Acta mathematica scientia,Series A ›› 2004, Vol. 24 ›› Issue (3): 285-292.

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An Asymptotic Strong Duality |Method for Integer Programming

 WANG Wei, XU Yi-Fan   

  • Online:2004-06-22 Published:2004-06-22

Abstract:

Although the Lagrangian method is a powerful dual search method in integer programming, it often fails to identify the optimal solution of the prim a l problem. In this paper, a quasi dual formulation is proposed for bounded integ er programming. This formulation possesses an asymptotic strong duality property and guarantees a success for identifying an optimum solution. Its another f eatu re is that no actual dual search is needed when the parameters of the method are  set to be suitable.

Key words: Integer programming;Lagrangian relaxation;Duality gap;Quasi dual formulation

CLC Number: 

  • 90C10
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