The Lagrangian Relaxation Method for Solving Integer Programming Problems

  title={The Lagrangian Relaxation Method for Solving Integer Programming Problems},
  author={Marshall L. Fisher},
  journal={Manag. Sci.},
  • M. Fisher
  • Published 1 December 2004
  • Business
  • Manag. Sci.
(This article originally appeared in Management Science, January 1981, Volume 27, Number 1, pp. 1-18, published by The Institute of Management Sciences.) One of the most computationally useful ideas of the 1970s is the observation that many hard integer programming problems can be viewed as easy problems complicated by a relatively small set of side constraints. Dualizing the side constraints produces a Lagrangian problem that is easy to solve and whose optimal value is a lower bound (for… 

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