An Applications Oriented Guide to Lagrangian Relaxation

TLDR

Lagrangian relaxation is increasingly used in large‑scale mathematical programming applications, such as the CPMS/TIMS Management Achievement Award winner. The tutorial aims to provide a practical guide to using Lagrangian relaxation with many examples and illustrations. The tutorial demonstrates the approach through numerous examples and illustrations. Published in 1983 in Interfaces (13(6), December, 4–23), the paper discusses improving industrial gas distribution with an online routing and scheduling optimizer.

Abstract

Lagrangian relaxation is a tool that is increasingly being used in large-scale mathematical programming applications, such as last year's CPMS/TIMS Management Achievement Award winner (Bell, W. J., L. M. Dalberto, M. L. Fisher, A. J. Greenfield, R. Jaikumar, P. Kedia, R. G. Mack, P. J. Prutzman. 1983. Improving the distribution of industrial gases with an on-line computerized routing and scheduling optimizer. Interfaces 13(6, December) 4–23.). In this tutorial, Marshall Fisher provides a practical guide to the use of the approach with many examples and illustrations.