Abstract
Linear programming duality is well understood and the reduced cost of a column is frequently used in various algorithms. On the other hand, for integer programs it is not clear how to define a dual function even though the subadditive dual theory has been developed a long time ago. In this work we propose a family of computationally tractable subadditive dual functions for integer programs. We develop a solution methodology that computes an optimal primal solution and an optimal subadditive dual function. We present computational experiments, which show that the new algorithm is tractable.
Original language | English (US) |
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Pages (from-to) | 525-545 |
Number of pages | 21 |
Journal | European Journal of Operational Research |
Volume | 183 |
Issue number | 2 |
DOIs | |
State | Published - Dec 1 2007 |
Keywords
- Algorithms
- Duality
- Integer programming
ASJC Scopus subject areas
- General Computer Science
- Modeling and Simulation
- Management Science and Operations Research
- Information Systems and Management