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| Volume 4, Number 1, January 2008, pp. 75-86 | ||||||||
| Wei Wang and Yifan Xu | ||||||||
| Key words: | ||||||||
| integer programming, duality gap, Lagrangian relaxation, cut | ||||||||
| Mathematices Subject Classification: 90C10, 49M29 | ||||||||
|
||||||||
| Volume 4, Number 1, January 2008, pp. 75-86 | ||||||||
| Wei Wang and Yifan Xu | ||||||||
| Key words: | ||||||||
| integer programming, duality gap, Lagrangian relaxation, cut | ||||||||
| Mathematices Subject Classification: 90C10, 49M29 | ||||||||
|
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| Abstract: | |||
| In this paper, we propose an approach which combines the augmented Lagrangian method with objective cuts to successfully guarantee the dual search in generating an optimal solution of a finite integer optimization problem with multiple constraints. Compared to the general nonlinear Lagrangian methods, the proposed methods do not destroy the structure of the original problem. Some numerical results are presented to show the algorithm process. | |||
| Eliminating duality gap in integer programming via objective cuts | ||