Zero duality gap in integer programming: P-norm surrogate constraint method

Authors:
Duan Li
Affiliations:
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, NT, Hong Kong
Venue:
Operations Research Letters
Year:
1999

Citing 2
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Abstract

A p-norm surrogate constraint method is proposed for integer programming. A single surrogate constraint can be always constructed using a p-norm such that the feasible sets in a surrogate relaxation and the primal problem match exactly. The p-norm surrogate constraint method is thus guaranteed to succeed in identifying an optimal solution of the primal problem with zero duality gap. The existence of a saddle point is proven for integer programming problems.