An Applications Oriented Guide to Lagrangian Relaxation. Author: Marshall L. Fisher Source: Interfaces 15:2 (1985) Presenter: Lillian Tseng. Outline. Introduction An Example: Maximization Dualizing Constraint Determining u Adjusting Multiplier
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An Applications Oriented Guide to Lagrangian Relaxation
Author: Marshall L. Fisher
Source: Interfaces 15:2 (1985)
Presenter: Lillian Tseng
the optimal solution: ZLP=18
x1=1, x2=0, x3=0,x4=1/2
u=1, v1=8, v2=w1=w2=w3=w4=0
The choice of which constraints to dualize is to some extent an art, much like formulation itself.