Lagrangian Relaxation

Lagrangian relaxation is commonly used in combinatorial optimization to generate lower bounds for a minimization problem. We propose a modified Lagrangian relaxation which used in (linear) combinatorial optimization with equality constraints generates an optimal integer solution. We call this new concept semi-Lagrangian relaxation and illustrate its practical value by solving large-scale instances of the p-median problem.

• Type: Conference
• Year: 2001
• Where: CCO
• Authors: Claude Lemaréchal
• Keywords: CCO 2001, Combinatorial Optimization, Combinatorics, Lagrangian Relaxation, Modified Lagrangian Relaxation