Publication Date:
2020-08-05
Description:
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.
Language:
English
Type:
reportzib
,
doc-type:preprint
Format:
application/pdf