Finding improving directions in Lagrangean relaxation by fictitious play: A NASA scheduling application

Finding improving directions in Lagrangean relaxation by fictitious play: A NASA scheduling application

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Article ID: iaor19982355
Country: Netherlands
Volume: 88
Issue: 3
Start Page Number: 550
End Page Number: 562
Publication Date: Feb 1996
Journal: European Journal of Operational Research
Authors:
Keywords: scheduling, programming: integer
Abstract:

An improving direction for Lagrangean dual prices can be found by solving (or solving approximately) a two person zero-sum game. While this method is impractical in many situations, its practical use is illustrated in a scheduling application. In this implementation, the game is solved approximately by fictitious play.

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