Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)

The Korean Operations Research and Management Science Society (한국경영과학회)
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Sufficient conditions for zero duality gap of lagrangean relaxation

  • Published : 1985.10.01
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Abstract

This paper presents sufficient conditions for zero duality gap of Lagrangean relaxation in mixed integer programming problems and discusses about an algorithm which updates multipiers using the dual varibles of the linear programming constructed by fixing integer variables.

Keywords