Abstract

Many practical problems can be formulated as a network problem with linear side-constraints. Problems of this class would be easy to solve if the side-constraints were not present, and so the technique of Lagrangian relaxation is often applied as part of the solution strategy. A Lagrangian relaxation of a problem provides a lower bound (for a minimization problem) on the optimal value of the objective function of the original problem. The objective of this paper is the exploration of the relationship between Lagrangian relaxation and parametric programming, and the presentation of a procedure that is based on parametric programming for solving the Lagrangian relaxation problem. This procedure may also be integrated with the popular subgradient method in order to provide an efficient and effective solution strategy for the Lagrangian relaxation problem.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.