Dynamic Bundle Methods: Application to Combinatorial Optimization
Lagrangian relaxation is a popular technique to solve difficult optimization problems. However, the applicability of this technique depends on having a relatively low number of hard constraints to dualize. When there are exponentially many hard constraints, it is preferable to relax them dynamical...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5538 |