2000 character limit reached
Duality for Mixed-Integer Convex Minimization (1412.2515v1)
Published 8 Dec 2014 in math.OC
Abstract: 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 lattice-free polyhedra. Our optimality conditions allow us to define an exact dual of our original mixed-integer convex problem.
Collections
Sign up for free to add this paper to one or more collections.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
