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Exact Penalty Function and Asymptotic Strong Nonlinear Duality in Integer Programming 被引量:2

Exact Penalty Function and Asymptotic Strong Nonlinear Duality in Integer Programming
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摘要 In this paper, a logarithmic-exponential penalty function with two parameters for integer programming is discussed. We obtain the exact penalty properties and then establish the asymptotic strong nonlinear duality in the corresponding logarithmic-exponential dual formulation by using the obtained exact penalty properties. The discussion is based on the logarithmic-exponential nonlinear dual formulation proposed in [6]. In this paper, a logarithmic-exponential penalty function with two parameters for integer programming is discussed. We obtain the exact penalty properties and then establish the asymptotic strong nonlinear duality in the corresponding logarithmic-exponential dual formulation by using the obtained exact penalty properties. The discussion is based on the logarithmic-exponential nonlinear dual formulation proposed in [6].
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2004年第1期45-52,共8页 应用数学学报(英文版)
基金 Partially supported by the National Science Foundation of China (No.10271073)
关键词 Integer programming exact penalty function asymptotic strong duality Integer programming exact penalty function asymptotic strong duality
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  • 2Li, D. Zero duality gap in integer programming: pth power surrogate constraint method. Oper. Res.Lett., 25:89-96 (1999).
  • 3Li, D., Sun, X.L. Success guarantee of dual search in integer programming: pth power Lagrangian method.Journal of Global Optimization, , 18:235-254 (2000).
  • 4Sinclair, M. An exact penalty function approach for nonlinear integer programming problems. European J. Oper Res., 27:50-56 (1986).
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  • 6Sun, X. L., Li, D. Asymptotic strong duality for bounded integer programming: a logarithmic-exponential dual formulation. Math. Oper. Res., 25(4): 625-644 (2000).

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