cutting planes

Lagrangian relaxation

  • Claude LemarĂ©chal
    • Categories Combinatorial Optimization, Convex Optimization Tags , , , , , , , ,

    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. Citation in: Computational … Read more

    Facets of the Complementarity Knapsack Polytope

  • Ellis L. Johnson
  • George L. Nemhauser
  • Ismael de Farias
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms Tags , ,

    We present a polyhedral study of the complementarity knapsack problem, in which no auxiliary binary variables are introduced, but rather the inequalities are derived in the space of the continuous variables. Citation School of Industrial and Systems Engineering, GA Tech, under review Article Download View Facets of the Complementarity Knapsack Polytope