Enhancing Lagrangian Dual Optimization for Linear Programs by Obviating Nondifferentiability.
Hanif D. SheraliChurlzu LimPublished in: INFORMS J. Comput. (2007)
Keyphrases
- linear program
- lagrangian dual
- linear programming
- dual variables
- quadratic program
- lagrange multipliers
- column generation
- simplex method
- optimal solution
- interior point methods
- quadratic programming
- primal dual
- objective function
- nonlinear programming
- global optimization
- lagrangian relaxation
- linear programming problems
- optimization problems
- dynamic programming
- lower and upper bounds
- mixed integer
- np hard
- integer programming
- optimization algorithm
- cutting plane algorithm
- learning algorithm
- evolutionary algorithm
- dual formulation
- interior point
- upper bound
- valid inequalities
- integer program
- feasible solution