Baes M, Oertel T, Weismantel R (2016)
Publication Type: Journal article
Publication year: 2016
Book Volume: 158
Pages Range: 547-564
Journal Issue: 1-2
DOI: 10.1007/s10107-015-0917-y
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.
APA:
Baes, M., Oertel, T., & Weismantel, R. (2016). Duality for mixed-integer convex minimization. Mathematical Programming, 158(1-2), 547-564. https://dx.doi.org/10.1007/s10107-015-0917-y
MLA:
Baes, Michel, Timm Oertel, and Robert Weismantel. "Duality for mixed-integer convex minimization." Mathematical Programming 158.1-2 (2016): 547-564.
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