Lagrangian Relaxation Based Feasible Solution Algorithm

摘要：

Lagrangian relaxation is widely and efficiently applied to solve large scale integer programming problems. One of the most challenging issues for Lagrangian relaxation based approaches is to obtain a good feasible solution based on the optimal dual solution. In this paper, a Feasible Solution Algorithm in Largrangian relaxation framework is proposed to systematically obtain a feasible solution. The basic idea is to gradually add relaxed constraints back into the subproblems which are then solved successively. The numerical testing results show that this method can not only alleviate dual solution oscillation and zigzag phenomena but also can achieve fast converge and obtain feasible solutions.

关键词： Optimization Lagrangian Relaxation Successive Subproblem Solving

作者: Han Yunjun Yan Xiangdong Wang Dan

作者单位: Marine Development and Research Center of China, Beijing 100161 Department of Automation, Tsinghua U Marine Development and Research Center of China, Beijing 100161

会议类型: 国际会议

会议名称: The 24th Chinese Control and Decision Conference (第24届中国控制与决策学术年会 2012 CCDC)

会议地点: 太原

会议语种:英文

页码: 875-878

在线出版日期: 2012-05-23（万方平台首次上网日期，不代表论文的发表时间）