Generalized Lagrange Multipliers in Integer Programming
Generalized Lagrange Multipliers in Integer Programming
Jeremy F Shapiro
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There - k is, however, a certain degree of regular behavior exhibited by the Rx . LEMMA 2: Any optimal solutions x and x to (4) with non-negative multipliers u and u respectively must satisfy (u^ - u°) R (x° - xS > and 10 Proof. The proof is immediate from the inequalities (c + u°R)x° 1 (c + u°R)x\ (c + u^R)x^ u, and u. = u. , i = l, ... , m, i ^ k, then Z r.. X.
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