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Characterization and Approximation of Strong General Dual Feasible Functions (1801.03591v1)

Published 11 Jan 2018 in math.OC

Abstract: Dual feasible functions (DFFs) have been used to provide bounds for standard packing problems and valid inequalities for integer optimization problems. In this paper, the connection between general DFFs and a particular family of cut-generating functions is explored. We find the characterization of (restricted/strongly) maximal general DFFs and prove a 2-slope theorem for extreme general DFFs. We show that any restricted maximal general DFF can be well approximated by an extreme general DFF.

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