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Lagrangean decomposition for integer nonlinear programming with linear constraints |
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| Authors: | Philippe Michelon Nelson Maculan |
| Affiliation: | (1) COPPE and Instituto de Matematica, Federal University of Rio de Janeiro, P.O. Box 68501, 21945 Rio de Janeiro, RJ, Brazil;(2) Present address: DIRO, Université de Montréal, Succersale A, CP 6128, H3C 3J7 Montréal, Qué, Canada |
| Abstract: | We present a Lagrangean decomposition to study integer nonlinear programming problems. Solving the dual Lagrangean relaxation we have to obtain at each iteration the solution of a nonlinear programming with continuous variables and an integer linear programming. Decreasing iteratively the primal—dual gap we propose two algorithms to treat the integer nonlinear programming.This work was partially supported by CNPq and FINEP. |
| Keywords: | Integer nonlinear programming Lagrangean decomposition Lagrangean relaxation |
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