| 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.