Comparison of Lagrangian Bounds for One Class of Generalized Assignment Problems

被引:2
|
作者
Litvinchev, I. S. [1 ]
Rangel, S. [2 ]
机构
[1] Russian Acad Sci, Dorodnicyn Comp Ctr, Moscow 119991, Russia
[2] Sao Paulo State Univ, Sao Jose Do Rio Preto, Brazil
基金
俄罗斯基础研究基金会;
关键词
Lagrangian bounds in optimization problems; improvement of Lagrangian bounds; generalized assignment problem;
D O I
10.1134/S0965542508050047
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Classical and modified Lagrangian bounds for the optimal value of optimization problems with a double decomposable structure are examined. For the class of generalized assignment problems, this property of constraints is used to design a Benders algorithm for solving the modified dual problem. Numerical results are presented that compare the quality of classical and modified bounds.
引用
收藏
页码:739 / 746
页数:8
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