Duality for mixed-integer convex minimization
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Abstract: We extend in two ways the standard Karush-Kuhn-Tucker optimality conditions to problems with a convex objective, convex functional constraints, and the extra requirement that some of the variables must be integral. While the standard Karush-Kuhn-Tucker conditions involve separating hyperplanes, our extension is based on lattice-free polyhedra. Our optimality conditions allow us to define an exact dual of our original mixed-integer convex problem.
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Cited in
(16)- Enumeration and unimodular equivalence of empty delta-modular simplices
- Optimality certificates for convex minimization and Helly numbers
- On the existence of duality gaps for mixed integer programming
- A Unified Framework for Pricing in Nonconvex Resource Allocation Games
- Constructing lattice-free gradient polyhedra in dimension two
- Duality for mixed-integer linear programs
- Optimality conditions in discrete-continuous nonlinear optimization
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- On Subadditive Duality for Conic Mixed-integer Programs
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