Survey on Lagrangian relaxation for MILP: importance, challenges, historical review, recent advancements, and opportunities

نویسندگان

چکیده

Operations in areas of importance to society are frequently modeled as mixed-integer linear programming (MILP) problems. While MILP problems suffer from combinatorial complexity, Lagrangian Relaxation has been a beacon hope resolve the associated difficulties through decomposition. Due non-smooth nature dual functions, coordination aspect method posed serious challenges. This paper presents several significant historical milestones (beginning with Polyak’s pioneering work 1967) toward improving improved optimization functionals. Finally, this most recent developments for fast resolution The also briefly discusses opportunities that can provide at point time.

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ژورنال

عنوان ژورنال: Annals of Operations Research

سال: 2023

ISSN: ['1572-9338', '0254-5330']

DOI: https://doi.org/10.1007/s10479-023-05499-9