Authors: Igor Litvinchev Socorro Rangel Jania Saucedo
Publish Date: 2008/12/02
Volume: 19, Issue: 3, Pages: 241-257
Abstract
A simple procedure to tighten the Lagrangian bounds is proposed The approach is interpreted in two ways First it can be seen as a reformulation of the original problem aimed to split the resulting Lagrangian problem into two subproblems Second it can be considered as a search for a tighter estimation of the penalty term arising in the Lagrangian problem The new bounds are illustrated by a small example and studied numerically for a class of the generalized assignment problems
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