Lagrangian relaxation is a tool to find upper bounds on a given (arbitrary) maximization problem. Sometimes, the bound is exact and an optimal solution is found. Our aim in this paper is to review this technique, the theory behind it, its numerical aspects, its relation with other techniques such as column generation.
in: Computational Combinatorial Optimization M. Juenger and D. Naddef (eds.) Lecture Notes in Computer Science 2241 (Springer Verlag, 2001) pp 115-160