Exact augmented Lagrangian duality for mixed integer quadratic programming

DOI10.1137/19M1271695MaRDI QIDQ5853719zbMATH OpenOpenAlexFDO

Authors Xiaoyi Gu, S. Ahmed, Santanu S. Dey

Publication date 11 March 2021

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.00920

zbMATH Keywords

augmented Lagrangianinteger quadratic programmingstrong dual

Mathematics Subject Classification ID

Mixed integer programming (90C11) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

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Cites work

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• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Duality and exact penalization for general augmented Lagrangians
• Exact augmented Lagrangian duality for mixed integer linear programming
• Existence of augmented Lagrange multipliers for semi-infinite programming problems
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• Variational Analysis

Cited in

(13)

• Special issue: Global solution of integer, stochastic and nonconvex optimization problems
• Revisiting augmented Lagrangian duals
• On the augmented Lagrangian dual for integer programming
• Exact augmented Lagrangian duality for mixed integer linear programming
• Exact augmented Lagrangian duality for mixed integer convex optimization
• Lagrangian dual for integer optimization with zero duality gap that admits decomposition
• On coupling constraints in linear bilevel optimization
• Sensitivity analysis for mixed binary quadratic programming
• Sensitivity analysis for mixed binary quadratic programming
• Interpretable Model Summaries Using the Wasserstein Distance
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• Exact approaches for convex adjustable robust optimization

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