Lagrangian Relaxation

@inproceedings{Lemarchal2001LagrangianR,
  title={Lagrangian Relaxation},
  author={C. Lemar{\'e}chal},
  booktitle={Computational Combinatorial Optimization},
  year={2001}
}
  • C. Lemaréchal
  • Published in
    Computational Combinatorial…
    2001
  • Mathematics, Computer Science
Lagrangian relaxation is a tool to find upper bounds on a given (arbitrary) maximization problem. Sometimes, the bound is exact and an optimal solution is found. Our aim in this paper is to review this technique, the theory behind it, its numerical aspects, its relation with other techniques such as column generation. 
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