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Solving the subproblem in the lagrangian dual of separable discrete programs with linear constraints

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Abstract

This note presents an efficient method for the routine solution of the subproblem associated with the Lagrangian dual of discrete programming problems having separable non-linear objective function and linear constraints. An additional advantage for subgradient methods is described.

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Dyer, M.E., Walker, J. Solving the subproblem in the lagrangian dual of separable discrete programs with linear constraints. Mathematical Programming 24, 107–112 (1982). https://doi.org/10.1007/BF01585097

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  • DOI: https://doi.org/10.1007/BF01585097

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