-

 

 

 




Optimization Online





 

On Subadditive Duality for Conic Mixed-Integer Programs

Burak Kocuk (burakkocuk***at***sabanciuniv.edu)
Diego Moran (diego.moran***at***uai.cl)

Abstract: In this paper, we show that the subadditive dual of a feasible conic mixed-integer program (MIP) is a strong dual whenever it is feasible. Moreover, we show that this dual feasibility condition is equivalent to feasibility of the conic dual of the continuous relaxation of the conic MIP. In addition, we prove that all known conditions and other 'natural' conditions for strong duality, such as strict mixed-integer feasibility, boundedness of the feasible set or essentially strict feasibility imply that the subadditive dual is feasible. As an intermediate result, we extend the so-called 'finiteness property' from full-dimensional convex sets to intersections of full-dimensional convex sets and Dirichlet convex sets.

Keywords:

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Citation:

Download: [PDF]

Entry Submitted: 08/30/2018
Entry Accepted: 08/30/2018
Entry Last Modified: 06/07/2019

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society