A trust region method for the solution of the surrogate dual in integer programming

DOI10.1007/S10957-014-0681-9MaRDI QIDQ896175zbMATH OpenOpenAlexFDO

Authors Angelos Tsoukalas, Natashia Boland, A. C. Eberhard

Publication date 14 December 2015

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-014-0681-9

zbMATH Keywords

integer programmingnonsmooth optimizationsurrogate dualtrust regions methods

Mathematics Subject Classification ID

Convex programming (90C25) Mixed integer programming (90C11) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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Cites work

• scientific article; zbMATH DE number 477581 (Why is no real title available?)
• A trust region method for the solution of the surrogate dual in integer programming
• Bundle method for non-convex minimization with inexact subgradients and function values
• Decomposition algorithms for stochastic programming on a computational grid
• Exact algorithm for the surrogate dual of an integer programming problem: Subgradient method approach
• Generalized Bundle Methods
• Hard multidimensional multiple choice knapsack problems, an empirical study
• Some relationships between lagrangian and surrogate duality in integer programming
• Surrogate Dual Multiplier Search Procedures in Integer Programming
• Surrogate Mathematical Programming
• Surrogate duality in a branch-and-bound procedure for integer programming
• Variational Analysis

Cited in

(4)

• A trust-region-based derivative free algorithm for mixed integer programming
• A trust region method for the solution of the surrogate dual in integer programming
• On the complexity of surrogate and group relaxation for integer linear programs
• Revisiting surrogate relaxation for the multidimensional knapsack problem

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