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Validation of subgradient optimization

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Abstract

The “relaxation” procedure introduced by Held and Karp for approximately solving a large linear programming problem related to the traveling-salesman problem is refined and studied experimentally on several classes of specially structured large-scale linear programming problems, and results on the use of the procedure for obtaining exact solutions are given. It is concluded that the method shows promise for large-scale linear programming

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Held, M., Wolfe, P. & Crowder, H.P. Validation of subgradient optimization. Mathematical Programming 6, 62–88 (1974). https://doi.org/10.1007/BF01580223

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  • DOI: https://doi.org/10.1007/BF01580223

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