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Generalized Nonlinear Lagrangian Formulation for Bounded Integer Programming

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Abstract

Several nonlinear Lagrangian formulations have been recently proposed for bounded integer programming problems. While possessing an asymptotic strong duality property, these formulations offer a success guarantee for the identification of an optimal primal solution via a dual search. Investigating common features of nonlinear Lagrangian formulations in constructing a nonlinear support for nonconvex piecewise constant perturbation function, this paper proposes a generalized nonlinear Lagrangian formulation of which many existing nonlinear Lagrangian formulations become special cases.

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Authors and Affiliations

  1. School of Management, Fudan University, Shanghai, 200433, China

    Yifan Xu & Chunli Liu

  2. Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong, NT, China

    Duan Li

Authors
  1. Yifan Xu
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  2. Chunli Liu
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  3. Duan Li
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Correspondence to Yifan Xu.

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Xu, Y., Liu, C. & Li, D. Generalized Nonlinear Lagrangian Formulation for Bounded Integer Programming. J Glob Optim 33, 257–272 (2005). https://doi.org/10.1007/s10898-004-1942-1

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  • DOI: https://doi.org/10.1007/s10898-004-1942-1

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