|
Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 7, Pages 1151–1157
(Mi zvmmf275)
|
|
|
|
This article is cited in 21 scientific papers (total in 21 papers)
Refinement of Lagrangian bounds in optimization problems
I. S. Litvinchev Dorodnicyn Computing Center, Russian Academy of Sciences,
ul. Vavilova 40, Moscow, 119991, Russia
Abstract:
Lagrangian constraint relaxation and the corresponding bounds for the optimal value of an original optimization problem are examined. Techniques for the refinement of the classical Lagrangian bounds are investigated in the case where the complementary slackness conditions are not fulfilled because either the original formulation is nonconvex or the Lagrange multipliers are nonoptimal. Examples are given of integer and convex problems for which the modified bounds improve the classical Lagrangian bounds.
Key words:
Lagrangian bounds in optimization problems, refinement of Lagrangian bounds, optimization problems.
Received: 01.09.2006 Revised: 09.01.2007
Citation:
I. S. Litvinchev, “Refinement of Lagrangian bounds in optimization problems”, Zh. Vychisl. Mat. Mat. Fiz., 47:7 (2007), 1151–1157; Comput. Math. Math. Phys., 47:7 (2007), 1101–1107
Linking options:
https://www.mathnet.ru/eng/zvmmf275 https://www.mathnet.ru/eng/zvmmf/v47/i7/p1151
|
Statistics & downloads: |
Abstract page: | 340 | Full-text PDF : | 254 | References: | 44 | First page: | 1 |
|