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计算数学  1993 

A NEW METHOD FOR SOLVING SURROGATE DUALITY IN INTEGER PROGRAMS
求解整数规划代理对偶的一个新方法

Keywords: 整数规划,线性规划,代理对偶问题

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Abstract:

Methods for solving Lagrangean dual in integer programs have been highly developed toprovide good bounds in branch and bound procedures. While surrogate dual has been theore-tically shown to provide stronger bounds, the complexity of solving surrogate dual has dis-couraged their employment in integer programs. This paper presents a new method for solvingsurrogate duality in integer programs. The theoretical analysis and computational examplesshow that the method proposed is efficient.

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