Certificates of optimality for mixed integer linear programming using generalized subadditive generator functions (Q1748494): Difference between revisions

Summary: We introduce generalized subadditive generator functions for mixed integer linear programs. Our results extend \textit{D. Klabjan}'s work [Eur. J. Oper. Res. 183, No. 2, 525--545 (2007; Zbl 1166.90012)] from pure integer programs with nonnegative entries to general MILPs. These functions suffice to achieve strong subadditive duality. Several properties of the functions are shown. We then use this class of functions to generate certificates of optimality for MILPs. We have performed a computational test study on knapsack problems to investigate the efficiency of the certificates.