Article ID: | iaor20002395 |
Country: | Netherlands |
Volume: | 117 |
Issue: | 1 |
Start Page Number: | 136 |
End Page Number: | 144 |
Publication Date: | Aug 1999 |
Journal: | European Journal of Operational Research |
Authors: | Baker Barrie M., Sheasby Janice |
Subgradient optimisation is a popular method of finding a good set of multipliers for use in Lagrangean relaxation. Convergence is not necessarily monotonic, and it is generally observed that the lower bound obtained using subgradient optimisation fluctuates. A method of obtaining faster convergence is put forward here, with computational results for a class of generalised assignment problems and for capacitated warehouse location problems.