Constructing general dual-feasible functions

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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Operations Research Letters, Elsevier, 2015, 43 (4), pp.5. 〈10.1016/j.orl.2015.06.002〉
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https://hal.inria.fr/hal-01214650
Contributeur : François Clautiaux <>
Soumis le : lundi 12 octobre 2015 - 17:09:22
Dernière modification le : jeudi 11 janvier 2018 - 06:22:12

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

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