Generalized Linear Programming Solves the Dual

DOI10.1287/MNSC.22.11.1195zbMATH Open0352.90059OpenAlexW2025329419MaRDI QIDQ4123097FDOQ4123097

Author name not available (Why is that?)

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)

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

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