An Implementation of Surrogate Constraint Duality

This paper presents an implementation of surrogate constraint duality in mathematical programming. Motivated by the use of linear programming duality for surrogate constraints in integer linear programs, this implementation is based on geometric programming duality. As a result of this formulation w...

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Bibliographic Details
Published in:Operations research 1978-03, Vol.26 (2), p.358-364
Main Authors: Dinkel, John J., Kochenberger, Gary A.
Format: Article
Language:English
Subjects:
Algorithms
Computer based modeling
Constraints
Geometric programming
Linear programming
Mathematical duality
Mathematical models
Mathematical programming
Mathematical theorems
Operations research
Optimal solutions
Polynomials
Technical Notes
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Summary:This paper presents an implementation of surrogate constraint duality in mathematical programming. Motivated by the use of linear programming duality for surrogate constraints in integer linear programs, this implementation is based on geometric programming duality. As a result of this formulation we are able to present an algorithm for surrogate constraint duality and discuss several important properties of the algorithm.
ISSN:0030-364X
1526-5463
DOI:10.1287/opre.26.2.358