Transcription of Duality for Mixed-Integer Linear Programs
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Duality for Mixed-Integer Linear Programs
Duality for Mixed-Integer Linear ProgramsM. Guzelsoy T. K. Ralphs Original May, 2006 Revised April, 2007 AbstractThe theory of Duality for Linear Programs is well-developed and has been successful in advancing boththe theory and practice of Linear programming. In principle, much of this broad framework can be ex-tended to Mixed-Integer Linear Programs , but this has proven difficult, in part because Duality theory doesnot integrate well with current computational practice. This paper surveys what is known about dualityfor integer Programs and offers some minor extensions, with an eye towards developing a more : Duality , Mixed-Integer Linear Programming, Value Function, Branch and IntroductionDuality has long been a central tool in the development of both optimization theory and methodology.
Duality for Mixed-Integer Linear Programs M. Guzelsoy∗ T. K. Ralphs† Original May, 2006 Revised April, 2007 Abstract The theory of duality for linear programs is well-developed and has been successful in advancing both
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