On Subadditive Duality for Conic Mixed-Integer Programs [article]

Burak Kocuk, Diego Moran
2019 arXiv   pre-print
In this paper, we show that the subadditive dual of a feasible conic mixed-integer program (MIP) is a strong dual whenever it is feasible. Moreover, we show that this dual feasibility condition is equivalent to feasibility of the conic dual of the continuous relaxation of the conic MIP. In addition, we prove that all known conditions and other 'natural' conditions for strong duality, such as strict mixed-integer feasibility, boundedness of the feasible set or essentially strict feasibility
more » ... that the subadditive dual is feasible. As an intermediate result, we extend the so-called 'finiteness property' from full-dimensional convex sets to intersections of full-dimensional convex sets and Dirichlet convex sets.
arXiv:1808.10419v2 fatcat:mzxbbs6mbvc2dahfx5xjppvdwe