A Lagrangean dual-based solution method for a special linear programming problem (Q581236)

To solve a generalized assignment problem a Lagrangian relaxation-based dual method is used. The relaxed constraint is the single linking- equality. the authors describe a solution method which is similar to that of Karwan and Pan for the fixed charge transportation problem. Comparing the new algorithm with a regular simplex method the authors find out that the Lagrangian relaxation based dual method is twice as fast as the standard method.