Lecture11

# Lecture11 - Advanced Mathematical Programming IE417 Lecture...

This preview shows pages 1–6. Sign up to view the full content.

Advanced Mathematical Programming IE417 Lecture 11 Dr. Ted Ralphs

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
IE417 Lecture 11 1 Reading for This Lecture Chapter 6, Section 4
IE417 Lecture 11 2 Formulating the Lagrangian Dual

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
IE417 Lecture 11 3 Formulating the Lagrangian Dual For each primal problem, there are a number of possible duals. The primal constraints can either be included implicitly in the description of the set X , or be “dualized” in the Lagrangian objective function. Usually, the “diﬃcult” constraints are dualized to make solving the dual tractable. There is a tradeoﬀ between the ease of evaluating Θ( μ,v ) and the resulting duality gap. Loosely speaking , the easier it is to evaluate Θ( μ,v ) , the larger the duality gap will be.
IE417 Lecture 11 4 Lagrangian Duality for Integer Linear Programming In ILP, the integrality constraints are the “tough” constraints.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 7

Lecture11 - Advanced Mathematical Programming IE417 Lecture...

This preview shows document pages 1 - 6. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online