Enhancing Lagrangian Dual Optimization for Linear Programs by Obviating Nondifferentiability

DOI10.1287/ijoc.1050.0158zbMath1241.90082OpenAlexW2098784425MaRDI QIDQ2892306

Hanif D. Sherali, Churlzu Lim

Publication date: 18 June 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10919/25834

zbMATH Keywords

Lagrangian relaxationnondifferentiable optimization\texttt{CPLEX 8.1}barrier-Lagrangian reformulationLagrangian dual perturbation technique

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Linear programming (90C05)

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Uses Software

• CPLEX