# Lagrangian Relaxation

@inproceedings{Lemarchal2001LagrangianR, title={Lagrangian Relaxation}, author={Claude Lemar{\'e}chal}, booktitle={Computational Combinatorial Optimization}, year={2001} }

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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#### 332 Citations

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Classical and modified Lagrangian bounds for the optimal value of optimization problems with a double decomposable structure are examined. For the class of generalized assignment problems, this… Expand

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A greedy heuristic is applied to get a feasible Lagrangian-based solution for many-to-many assignment problems taking into account capacity limits for task and agents and a numerical study is presented to demonstrate the efficiency. Expand

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