Generalized Linear Programming Solves the Dual

DOI10.1287/MNSC.22.11.1195MaRDI QIDQ4123097zbMATH OpenOpenAlexFDO

Authors

Publication date 1976

Published in Management Science (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/5346

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Cited in

(12)

• Lagrangian dual ascent by generalized linear programming
• Existence of optimal Lagrange multipliers for certain nonconvex allocation problems
• Convergent duality for the traveling salesman problem
• A Lagrangean heuristic for the capacitated concave minimum cost network flow problem
• Stochastic programming approaches to stochastic scheduling
• On a primal-proximal heuristic in discrete optimization
• A primal-proximal heuristic applied to the French unit-commitment problem
• Calculating surrogate constraints
• Robust Dual Dynamic Programming
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
• The omnipresence of Lagrange
• Decomposition in general mathematical programming

This page was built for publication: Generalized Linear Programming Solves the Dual

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4123097)