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Authors:Elena V. Pachkova: Copenhagen University, Denmark
Publication title:Duality in MIP
Conference:Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society
Publication type: Abstract
Issue:014
Article No.:020
Abstract:This presentation treats duality in Mixed Integer Programming (MIP in short). A dual of a MIP problem includes a dual price function F; that plays the same role as the dual variables in Linear Programming (LP in the following).

The price function is generated while solving the primal problem. However; different to the LP dual variables; the characteristics of the dual price function depend on the algorithmic approach used to solve the MIP problem. Thus; the cutting plane approach provides nondecreasing and superadditive price functions while branch and bound algorithm generates piecewise linear; nondecreasing and convex price functions. Here a hybrid algorithm based on branch and cut is investigated; and a price function for that algorithm is established. This price function presents a generalization of the dual price functions obtained by either the cutting plane or the branch and bound method.

Language:English
Year:2004
No. of pages:1
Series:Linköping Electronic Conference Proceedings
ISSN (print):1650-3686
ISSN (online):1650-3740
File:http://www.ep.liu.se/ecp/014/020/ecp014020.pdf
Available:2004-12-28
Publisher:Linköping University Electronic Press; Linköpings universitet

REFERENCE TO THIS PAGE
Elena V. Pachkova (2004). Duality in MIP, Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society http://www.ep.liu.se/ecp_article/index.en.aspx?issue=014;article=020 (accessed 10/25/2014)