Baes, Michel, Oertel, Timm ORCID: https://orcid.org/0000-0001-5720-8978 and Weismantel, Robert 2016. Duality for mixed-integer convex minimization. Mathematical Programming 158 , pp. 547-564. 10.1007/s10107-015-0917-y |
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Official URL: http://dx.doi.org/10.1007/s10107-015-0917-y
Abstract
We extend in two ways the standard Karush–Kuhn–Tucker optimality conditions to problems with a convex objective, convex functional constraints, and the extra requirement that some of the variables must be integral. While the standard Karush–Kuhn–Tucker conditions involve separating hyperplanes, our extension is based on mixed-integer-free polyhedra. Our optimality conditions allow us to define an exact dual of our original mixed-integer convex problem.
Item Type: | Article |
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Date Type: | Publication |
Status: | Published |
Schools: | Mathematics |
Subjects: | Q Science > QA Mathematics |
Publisher: | Springer Verlag |
ISSN: | 0025-5610 |
Date of First Compliant Deposit: | 30 March 2016 |
Date of Acceptance: | 15 May 2015 |
Last Modified: | 07 Nov 2023 01:39 |
URI: | https://orca.cardiff.ac.uk/id/eprint/86769 |
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