Incorporating facet-inducing inequalities into graphical-construct-based Lagrangian relaxation methodologies

Authors:
Agha Iqbal Ali;Shirley Shmerling
Affiliations:
University of Massachusetts, School of Management, Finance and Operations Management, Arnherst, MA 01103, USA;University of Massachusetts, School of Management, Finance and Operations Management, Arnherst, MA 01103, USA
Venue:
Operations Research Letters
Year:
1996

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Abstract

This paper shows that facet-inducing inequalities can be incorporated into graphical-construct-based Lagrangian relaxation methodologies by including them as dualized constraints. It develops an algorithm that successively identifies additional facet-inducing inequalities and incorporates them into the Lagrangian function. Computational experience shows that the algorithm can resolve duality gaps using relatively few facet-inducing inequalities.