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from Part II - Optimization
Published online by Cambridge University Press: 14 January 2025
This chapter deals with the important question of certifying optimality of a solution to a mixed-integer convex optimization problem. The classical duality theory for continuous optimization, including Lagrangian relaxations, KKT and general optimality conditions, and Slater type conditions for strong duality, is rigorously covered in complete detail. Recent work on duality for mixed-integer convex optimization is succinctly summarized.
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