Success guarantee of dual search in integer programming: p-th power Lagrangian method

Authors
Citation
D. Li et Xl. Sun, Success guarantee of dual search in integer programming: p-th power Lagrangian method, J GLOB OPT, 18(3), 2000, pp. 235-254
Citations number
27
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
18
Issue
3
Year of publication
2000
Pages
235 - 254
Database
ISI
SICI code
0925-5001(200011)18:3<235:SGODSI>2.0.ZU;2-7
Abstract
Although the Lagrangian method is a powerful dual search approach in intege r programming, it often fails to identify an optimal solution of the primal problem. The p-th power Lagrangian method developed in this paper offers a success guarantee for the dual search in generating an optimal solution of the primal integer programming problem in an equivalent setting via two ke y transformations. One other prominent feature of the p-th power Lagrangian method is that the dual search only involves a one-dimensional search with in [0,1]. Some potential applications of the method as well as the issue of its implementation are discussed.