Lagrangean Relaxation Revisited, Technical Note

  • Authors:
  • D. J. White

  • Affiliations:
  • University of Manchester

  • Venue:
  • Constraints
  • Year:
  • 1999

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Abstract

In this paper weconsider some theoretical aspects of Lagrangean relaxation whichdo not seem to appear explicitly in the literature, and add alittle more explicit completeness to this area. These concernthree key constructs, \{v(IP), v(\overline{IP}), v(DP)\}and associated optimality, duality and feasibility aspects ofLagrangean relaxation.