Technical Note—Searchability of the Composite and Multiple Surrogate Dual Functions
Mark H. Karwan and
Ronald L. Rardin
Additional contact information
Mark H. Karwan: State University of New York, Buffalo, New York
Ronald L. Rardin: Georgia Institute of Technology, Atlanta, Georgia
Operations Research, 1980, vol. 28, issue 5, 1251-1257
Abstract:
The values of optimal solutions to the various dual relaxations of integer programs can be viewed as functions of their multipliers. Successful search procedures have been developed for optimal lagrangian (piecewise linear concave) and surrogate (quasi-concave) multipliers. This note demonstrates that the composite and multiple surrogate dual functions lack quasi-concavity and may possess “false optima.” For the composite dual, complementary and alternate optimization over lagrangian and surrogate multipliers are shown to be nonoptimal techniques. However, some promising computational results, based on closing part of the gap between the surrogate dual and the primal, are reported for the alternating approach.
Date: 1980
References: Add references at CitEc
Citations:
Downloads: (external link)
http://dx.doi.org/10.1287/opre.28.5.1251 (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:28:y:1980:i:5:p:1251-1257
Access Statistics for this article
More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().