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Journal Articles Operations Research Letters Year : 2015

Constructing general dual-feasible functions

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Abstract

Dual-feasible functions have proved to be very effective for generating fast lower bounds and valid inequalities for integer linear programs with knapsack constraints. However, a significant limitation is that they are defined only for positive arguments. Extending the concept of dual-feasible function to the general domain and range R is not straightforward. In this paper, we propose the first construction principles to obtain general functions with domain and range R, and we show that they lead to non-dominated maximal functions.
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Dates and versions

hal-01214650 , version 1 (12-10-2015)

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Claudio Alves, Juergen Rietz, José Manuel Valério de Carvalho, François Clautiaux. Constructing general dual-feasible functions. Operations Research Letters, 2015, 43 (4), pp.5. ⟨10.1016/j.orl.2015.06.002⟩. ⟨hal-01214650⟩

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