Exact augmented Lagrangian duality for mixed integer linear programming.
Mohammad Javad FeizollahiShabbir AhmedAndy SunPublished in: Math. Program. (2017)
Keyphrases
- mixed integer linear programming
- augmented lagrangian
- duality gap
- constrained optimization
- branch and bound algorithm
- constrained optimization problems
- cutting plane
- mathematical programming
- total variation
- convex optimization
- linear programming problems
- image denoising
- mixed integer
- production planning
- linear programming
- denoising
- image restoration
- regularization term
- primal dual
- lagrange multipliers
- optimal solution
- column generation
- exact solution
- linear program
- approximate solutions
- upper bound
- lot sizing
- objective function
- integer programming
- knapsack problem
- dynamic programming
- special case
- lower bound