On the Augmented Lagrangian Dual for Integer Programming

  • Natashia Boland
  • Andrew C. Eberhard
    • Categories (Mixed) Integer Linear Programming Tags , , Short URL: https://optimization-online.org/?p=12285

    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.

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    Report C-OPT 2013-01, The University of Newcastle, Callaghan, NSW, 2308, Australia, 2013

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