Lagrangian Relaxation

Hello
Is there anyone who has the Lagrangian Relaxation code?
I want to solve my problem with Lagrangian Relaxation but I don’t know why the Upper-bound is smaller than the optimal objective value!


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Hi Amin,
I think the issue us coming from the fact that in any Lagrangian relaxation code you must check for the feasibility of your solution before calculating the upper bound… Basically having the upper bound solution less than the optimal values for the primary problem show that the the upper bound is not valid… I hope this helps

On Thursday, April 17, 2014, Amin Sh wrote:

Hello
Is there anyone who has the Lagrangian Relaxation code?
I want to solve my problem with Lagrangian Relaxation but I don’t know why the Upper-bound is smaller than the optimal objective value!


To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
Visit this group at http://groups.google.com/group/gamsworld.
For more options, visit https://groups.google.com/d/optout.


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