2 papers
math.OC2025
Sensitivity analysis for mixed binary quadratic programming
Diego Cifuentes, Santanu S. Dey, Jingye Xu
We consider sensitivity analysis for Mixed Binary Quadratic Programs (MBQPs) with respect to changing right-hand-sides (rhs). We show that even if the optimal solution of a given M…
math.OC2024
Lagrangian dual with zero duality gap that admits decomposition
Diego Cifuentes, Santanu S. Dey, Jingye Xu
For mixed integer programs (MIPs) with block structures and coupling constraints, on dualizing the coupling constraints the resulting Lagrangian relaxation becomes decomposable int…