The omnipresence of Lagrange

The omnipresence of Lagrange Lagrangian relaxation is usually considered in the combinatorial optimization community as a mere technique, sometimes useful to compute bounds. It is actually a very general method, inevitable as soon as one bounds optimal values, relaxes constraints, convexifies sets, generates columns, etc. In this paper we review this method, from both points of view of theory (to dualize a given problem) and algorithms (to solve the dual by nonsmooth optimization). http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Annals of Operations Research Springer Journals

The omnipresence of Lagrange

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Publisher
Kluwer Academic Publishers-Plenum Publishers
Copyright
Copyright © 2007 by Springer Science+Business Media, LLC
Subject
Business and Management; Operation Research/Decision Theory; Combinatorics; Theory of Computation
ISSN
0254-5330
eISSN
1572-9338
D.O.I.
10.1007/s10479-007-0169-1
Publisher site
See Article on Publisher Site

Abstract

Lagrangian relaxation is usually considered in the combinatorial optimization community as a mere technique, sometimes useful to compute bounds. It is actually a very general method, inevitable as soon as one bounds optimal values, relaxes constraints, convexifies sets, generates columns, etc. In this paper we review this method, from both points of view of theory (to dualize a given problem) and algorithms (to solve the dual by nonsmooth optimization).

Journal

Annals of Operations ResearchSpringer Journals

Published: May 17, 2007

References

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