Lagrangean Relaxation and Its Uses in Integer Programming
- 1 December 1972
- report
- Published by Defense Technical Information Center (DTIC)
Abstract
Taking a subset of the constraints of a general mixed integer linear program up into the objective function in a Lagrangean fashion (with fixed multipliers) yields what the author calls a Lagrangean relaxation of the original program. The paper gives a reasonably comprehensive development of the use of this simple device in the context of branch- and-bound. The selective application of these ideas can yield significant improvements in performance for special classes of problems.Keywords
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