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Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming

math.OC · 2019-07-01 · unverdicted · novelty 7.0

Augmented Lagrangian duality for MIQP is exact with finite norm penalties and polynomially bounded weights.

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Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming math.OC · 2019-07-01 · unverdicted · none · ref 1
Augmented Lagrangian duality for MIQP is exact with finite norm penalties and polynomially bounded weights.

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