Exact algorithm for the surrogate dual of an integer programming problem: Subgradient method approach

S. L. Kim, S. Kim

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

One of the critical issues in the effective use of surrogate relaxation for an integer programming problem is how to solve the surrogate dual within a reasonable amount of computational time. In this paper, we present an exact and efficient algorithm for solving the surrogate dual of an integer programming problem. Our algorithm follows the approach which Sarin et al. (Ref. 8) introduced in their surrogate dual multiplier search algorithms. The algorithms of Sarin et al. adopt an ad-hoc stopping rule in solving subproblems and cannot guarantee the optimality of the solutions obtained. Our work shows that this heuristic nature can actually be eliminated. Convergence proof for our algorithm is provided. Computational results show the practical applicability of our algorithm.

Original languageEnglish
Pages (from-to)363-375
Number of pages13
JournalJournal of Optimization Theory and Applications
Volume96
Issue number2
DOIs
Publication statusPublished - 1998 Feb 1

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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