sci.op-research
back to index
Group: sci.op-research
From: Sebastian Nowozin
Date: Thursday, February 21, 2008 2:22 AM
Subject: Re: the lagrangian relaxation
From: Sebastian Nowozin
Date: Thursday, February 21, 2008 2:22 AM
Subject: Re: the lagrangian relaxation
Hello,
On Feb 20, 10:40 am, baby
> -what's the utility of langrangien relaxation?
> -How is it formulate?
> can use it to solve MIP problem?
> Thanks.
I recommend the following books:
Bertsekas, "Nonlinear Programming", and
Conejo, Castillo, Minguez, Garcia-Bertrand, "Decomposition
Techniques in Mathematical Programming"
for a thorough discussion of all the viewpoints Lagrangian relaxation
and related methods fits in.
Sebastian
