The omnipresence of Lagrange

Claude Lemaréchal ()

Annals of Operations Research, 2007, vol. 153, issue 1, 9-27

Abstract: Lagrangian relaxation is usually considered in the combinatorial optimization community as a mere technique, sometimes useful to compute bounds. It is actually a very general method, inevitable as soon as one bounds optimal values, relaxes constraints, convexifies sets, generates columns, etc. In this paper we review this method, from both points of view of theory (to dualize a given problem) and algorithms (to solve the dual by nonsmooth optimization). Copyright Springer Science+Business Media, LLC 2007

Keywords: Combinatorial optimization; Lagrange relaxation; Duality; Column generation (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10479-007-0169-1

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