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A result in surrogate duality for certain integer programming problems

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Abstract

We consider linear programming problems with some equality constraints. For such problems, surrogate relaxation formulations relaxing equality constraints existwith zero primal-dual gap both when all variables are restricted to be integers and when no variable is required to be integer. However, for such surrogate formulations, when the variables are mixed-integer, the primal-dual gap may not be zero. We establish this latter result by a counterexample.

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Ram, B., Karwan, M.H. A result in surrogate duality for certain integer programming problems. Mathematical Programming 43, 103–106 (1989). https://doi.org/10.1007/BF01582282

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  • DOI: https://doi.org/10.1007/BF01582282

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