Questions tagged [lagrangian-decomposition]

For questions related to Lagrangian decomposition, an optimization method in which one or more decision variable is doubled, the new variable is set equal to the original variable via a constraint, and that constraint is relaxed using Lagrangian relaxation.

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Decomposition methods for two-stage stochastic program with integer variables

In a stochastic programming problem, I have binary variables in the second stage. As an example, consider that the optimization problem is given by: \begin{align} &\text{minimize} &\gamma\\ &...
2
votes
0answers
65 views

Can every convex problem use Lagrangian dual method?

If not all constraints satisfy equalities, does Lagrangian dual method make sense to a convex problem?
15
votes
2answers
370 views

What are the modern optimization methods for large systems?

I came across the preface of Optimization Theory for Large Systems (you can read it in Amazon). The author claims in the table (page v) that some of the methods such as Dantzig Wolfe decomposition, ...
18
votes
1answer
452 views

What's the difference between Lagrangian relaxation and Lagrangian decomposition?

What is the difference between Lagrangian relaxation and Lagrangian decomposition? Are they the same thing?