Technical Note—An Implementation of Surrogate Constraint Duality
John J. Dinkel and
Gary A. Kochenberger
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John J. Dinkel: Pennsylvania State University, University Park, Pennsylvania
Gary A. Kochenberger: Pennsylvania State University, University Park, Pennsylvania
Operations Research, 1978, vol. 26, issue 2, 358-364
Abstract:
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.
Date: 1978
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:26:y:1978:i:2:p:358-364
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