• 2 replies
  • Latest Post - ‏2013-01-10T07:32:27Z by qtbgo
1883 Posts

Pinned topic Lagrangian relaxation

‏2009-07-29T19:45:21Z |

[ffe said:]

Hi there,

i want to get started with the Lagrangian relaxation. i found the OPL example "Lagrangian relaxation", but no documentation (about the problem and the different modells and scripts) at all in the delivered pdfs or the help. Is there none, or am i just too blind?

thanks, michael
Updated on 2013-01-10T07:32:27Z at 2013-01-10T07:32:27Z by qtbgo
  • BabyBone
    1 Post

    Re: Lagrangian relaxation

    The original IP model was easy to figure out. The script wasn't all that easy follow though. E.g., in the beginning it attempts to solve an LP relaxation first. I couldn't find where the main data file Lagrangean_Relaxation.dat was read. Also, I thought we are only supposed to dualize violated constraints.

    And then the part:

    if (sum1 >= sum2) {
    // solve the model to get the Upper Bound

    Just because sum1 >= sum 2 doesn't mean all of the constraints are satisfied. May be I haven't had my coffee yet, but ...
  • qtbgo
    34 Posts

    Re: Lagrangian relaxation

    I also want to know if someone can refer us to some literature explaining the method in this example.