Abstract
Recently two new ways of obtaining improved Lagrangean bounds have been suggested: Lagrangean decomposition and bound improving sequences. In this work we will obtain a Lagrangean approach combining the two ideas mentioned above. Theoretical results are provided about the sharpness of the bounds obtained by the combined approach for the general case as well as an application to the generalized assignment problem. Computational experience is reported.
| Original language | English |
|---|---|
| Pages (from-to) | 84-92 |
| Number of pages | 9 |
| Journal | European Journal of Operational Research |
| Volume | 46 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 4 May 1990 |
Keywords
- assignment
- Integer programming
- Lagrange multipliers