Generator subadditive functions for mixed-integer programs
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 |