An Applications Oriented Guide to Lagrangian Relaxation
Published Online:1 Apr 1985https://doi.org/10.1287/inte.15.2.10
Abstract
Lagrangian relaxation is a tool that is increasingly being used in large-scale mathematical programming applications, such as last year's CPMS/TIMS Management Achievement Award winner (Bell, W. J., L. M. Dalberto, M. L. Fisher, A. J. Greenfield, R. Jaikumar, P. Kedia, R. G. Mack, P. J. Prutzman. 1983. Improving the distribution of industrial gases with an on-line computerized routing and scheduling optimizer. Interfaces13(6, December) 4–23.). In this tutorial, Marshall Fisher provides a practical guide to the use of the approach with many examples and illustrations.
