Article ID: | iaor19971081 |
Country: | Netherlands |
Volume: | 18 |
Issue: | 4 |
Start Page Number: | 177 |
End Page Number: | 184 |
Publication Date: | Feb 1996 |
Journal: | Operations Research Letters |
Authors: | Ali Agha Iqbal, Shmerling Shirley |
This paper shows that facet-inducing inequalities can be incorporated into graphical-construct-based Lagrangian relaxation methodologies by including them as dualized constraints. It develops an algorithm that successively identifies additional facet-inducing inequalities and incorporates them into the Lagranian function. Computational experience shows that the algorithm can resolve duality gaps using relatively few facet-inducing inequalities.