Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs.
Hanif D. SheraliGyunghyun ChoiPublished in: Oper. Res. Lett. (1996)
Keyphrases
- linear program
- optimization methods
- lagrange multipliers
- optimal solution
- lagrangian dual
- linear programming
- integer program
- optimization method
- optimization problems
- primal dual
- column generation
- stochastic methods
- objective function
- stage stochastic programs
- simplex method
- feasible solution
- simulated annealing
- lagrangian relaxation
- stochastic programming
- global convergence
- np hard
- mixed integer
- interior point methods
- optimization approaches
- duality gap
- augmented lagrangian
- linear programming problems
- extreme points
- simplex algorithm
- particle swarm
- nonlinear programming
- dynamic programming
- mathematical programming
- dual variables
- mixed integer linear program
- cost function
- search space
- neural network
- lower bound
- tabu search
- interior point
- special case
- convex relaxation
- efficient solutions
- convex functions
- knapsack problem
- branch and bound