Exact augmented Lagrangian duality for mixed integer linear programming
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Cites work
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 3614502 (Why is no real title available?)
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- scientific article; zbMATH DE number 1416629 (Why is no real title available?)
- A New Approach to Lagrange Multipliers
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
- A geometric framework for nonconvex optimization duality using augmented Lagrangian functions
- A nonlinear Lagrangian approach to constrained optimization problems
- Abstract Convexity and Augmented Lagrangians
- An Exact Penalization Viewpoint of Constrained Optimization
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Calmness and Exact Penalization
- Decreasing Functions with Applications to Penalization
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Duality and exact penalization for general augmented Lagrangians
- Integer and mixed-integer programming models: General properties
- Lagrange-type functions in constrained non-convex optimization.
- Mathematical Programs with Equilibrium Constraints
- Nonlinear Augmented Lagrangian and Duality Theory
- On the absence of duality gap for Lagrange-type functions
- On the augmented Lagrangian dual for integer programming
- On the existence of optimal solutions to integer and mixed-integer programming problems
- Penalty functions with a small penalty parameter
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- Separation of Nonconvex Sets with General Augmenting Functions
- The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
- The exact penalty map for nonsmooth and nonconvex optimization
- The value function of a mixed integer program. II
- The value function of a mixed integer program: I
- The value function of an integer program
- Variational Analysis
Cited in
(19)- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
- Decomposition methods for global solution of mixed-integer linear programs
- Exact augmented Lagrangian duality for mixed integer quadratic programming
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
- Revisiting augmented Lagrangian duals
- Exact augmented Lagrangian duality for mixed integer convex optimization
- Stochastic Lipschitz dynamic programming
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
- Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network
- On the augmented Lagrangian dual for integer programming
- First-order methods for convex optimization
- Dual formulations and subgradient optimization strategies for linear programming relaxations of mixed-integer programs
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging
- Two-stage robust mixed integer programming problem with objective uncertainty
- Non-convex nested Benders decomposition
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- A study of progressive hedging for stochastic integer programming
- On Subadditive Duality for Conic Mixed-integer Programs
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
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