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- Lagrangian Relaxation (1) (entfernen)
Institut
We present and prove a theorem which gives the optimal dual vector for which a Lagrangian dual problem in the Single Period Design Problem (SPDP) is maximized.
Furthermore we give a straightforward generalization to the Multi-Period Design Problem (MPDP). Based on the optimal dual values derived we compute the solution of the Lagrangian relaxation and compare it
with the linear relaxation and optimal IP values.