The Lagrangian as a Primal Cutting Plane Method for Linear Integer Programming Problems
Boyd, E. Andrew
Lagrangian relaxation and more recently cutting plane techniques have both proven to be powerful methods in the solution of integer problems. This paper explores the relationship between these techniques by interpreting Lagrangian relaxation as a primal cutting plane method. Properties of the cuts generated by the Lagrangian are discussed and practical ramifications of the interpretation are emphasized. Computational results are presented.
Citable link to this pagehttps://hdl.handle.net/1911/101651
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