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A nonlinear Lagrangian dual for integer programming
Authors:Yifan Xu  Duan Li  
Abstract:Nonlinear Lagrangian theory offers a success guarantee for the dual search via construction of a nonlinear support of the perturbation function at the optimal point. In this paper, a new nonlinear dual formulation of an exponential form is proposed for bounded integer programming. This new formulation possesses an asymptotic strong duality property and guarantees a success in identifying a primal optimum solution. No actual dual search is needed in the solution process when the parameter of the nonlinear Lagrangian formulation is set to be large enough.
Keywords:Integer programming  Nonlinear Lagrangian theory    Lagrangian relaxation  Dual method
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