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Results tagged with lagrangian-relaxation
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user 2397
For questions related to Lagrangian relaxation, a method used to generate bounds on optimization problems by removing one or more constraints and including a penalty in the objective function for violating the removed constraints.
5
votes
Accepted
Lagrangian Relaxation bound greater than optimal solution
After the discussion here and a suggestion on my post at gurobi's community I'll post an answer for the forum records.
Concerning the presolve, I found out that in order to check if this is what is g …
- 513
10
votes
1
answer
393
views
Lagrangian Relaxation bound greater than optimal solution
I am working on a Lagrangian relaxation for a minimization MIP.
Everything seemed to be working fine before I started to run a batch of instances.
Checking the log results for one of the instances …
- 513