Generator subadditive functions for mixed-integer programs

Angulo, Gustavo; Kocuk, Burak; Ramirez, Diego A. Moran

Abstract

For equality-constrained linear mixed-integer programs (MIP) defined by rational data, it is known that the subadditive dual is a strong dual and that there exists an optimal solution of a particular form, termed generator subadditive function. Motivated by these results, we explore the connection between Lagrangian duality, subadditive duality and generator subadditive functions for general equality-constrained MIPs where the vector of variables is constrained to be in a monoid. We show that strong duality holds via generator subadditive functions under certain conditions. For the case when the monoid is defined by the set of all mixed-integer points contained in a convex cone, we show that strong duality holds under milder conditions and over a more restrictive set of dual functions. Finally, we provide some examples of applications of our results. © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2025.

Más información

Título según WOS: Generator subadditive functions for mixed-integer programs
Título según SCOPUS: Generator subadditive functions for mixed-integer programs
Título de la Revista: Optimization Letters
Editorial: Springer Science and Business Media Deutschland GmbH
Fecha de publicación: 2025
Idioma: English
DOI:

10.1007/s11590-025-02211-7

Notas: ISI, SCOPUS