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Exact Penalty Function and Asymptotic Strong Nonlinear Duality in Integer Programming

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Abstract

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].

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Correspondence to Fu-sheng Bai.

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Partially supported by the National Science Foundation of China (No. 10271073)

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Bai, Fs., Wu, Z.Y. & Zhang, L.S. Exact Penalty Function and Asymptotic Strong Nonlinear Duality in Integer Programming. Acta Mathematicae Applicatae Sinica, English Series 20, 45–52 (2004). https://doi.org/10.1007/s10255-004-0147-1

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  • DOI: https://doi.org/10.1007/s10255-004-0147-1

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