SURROGATE DUAL MULTIPLIER SEARCH PROCEDURES IN INTEGER PROGRAMMING.

Search procedures for optimal Lagrange multipliers are highly developed, and provide good bounds in branch and bound procedures that have led to the successful application of Lagrangean duality in integer programming. Although the surrogate dual generally provides a better objective bound, there has been little development of surrogate multiplier search procedures. This study develops and empirically analyzes several surrogate multiplier search procedures. Results indicate that the procedures can produce possibly superior bounds in an amount of time comparable to other techniques. The discussion also highlights the similarity of the procedures to some well known Lagrangean search techniques.