Incorporating facet-inducing inequalities into graphical-construct-based Lagrangian relaxation methodologies

Incorporating facet-inducing inequalities into graphical-construct-based Lagrangian relaxation methodologies

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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: ,
Abstract:

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.

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