The omnipresence of Lagrange |
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Authors: | Claude Lemaréchal |
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Institution: | (1) 655 avenue de l’Europe, Montbonnot, 38s334 Saint Ismier, France |
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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).
This is an updated version of the paper that appeared in 4OR, 1(1), 7–25 (2003). |
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Keywords: | Combinatorial optimization Lagrange relaxation Duality Column generation |
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