Generalized Lagrange Multipliers (Classic Reprint): In Integer Programming: In Integer Programming (Classic Reprint) - Softcover

Jeremy F. Shapiro

 
9780365653820: Generalized Lagrange Multipliers (Classic Reprint): In Integer Programming: In Integer Programming (Classic Reprint)

Synopsis

Discover a fresh take on solving integer programming problems and improving solution quality. This book introduces generalized Lagrangian methods and shows how a group-theoretic reformulation can yield a Lagrangian problem with strong combinatorial potential. It also explains how these ideas connect to cutting planes and practical heuristics in search of good, sometimes optimal, solutions.

The text outlines how to build and analyze the Lagrangian problem, discuss its properties, and relate its results to strong cuts used in optimization. A numerical example illustrates how multipliers can guide improvements and how the method can aid adaptive algorithms for integer programming.




  • How group theory reframes integer programming to form a Lagrangian problem

  • How Lagrangian cuts relate to the cuts from cutting-plane methods

  • Practical insights and a numerical example to illustrate the approach

  • Potential heuristics for setting multipliers and integrating with adaptive algorithms



Ideal for readers seeking practical methods in optimization, especially those working with integer programs and advanced solution strategies.


Generalized Lagrange Multipliers: In Integer Programming

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