In this lecture, we present two related methods, Lagrangian relaxation and Dantzig-Wolfe reformulation for exploiting structure of mixed-integer programming models to obtain better relaxations or solve large-scale instances. A Lagrangian relaxation is obtained by relaxing some constraints, ideally leaving only constraints that have special struc...
Creator:
Luedtke, Jim (University of Wisconsin, Madison)
Created:
2016-08-11
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
