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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2008 Volume 48, Number 5, Pages 779–787 (Mi zvmmf136)

This article is cited in 3 papers

Comparison of Lagrangian bounds for one class of generalized assignment problems

I. S. Litvincheva, S. Rangelb

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia
b Sao Paulo State University, CP 136, S.J., Rio Preto, Brazil

Abstract: Classical and modified Lagrangian bounds for the optimal value of optimization problems with a double decomposable structure are examined. For the class of generalized assignment problems, this property of constraints is used to design a Benders algorithm for solving the modified dual problem. Numerical results are presented that compare the quality of classical and modified bounds.

Key words: Lagrangian bounds in optimization problems, improvement of Lagrangian bounds, generalized assignment problem.

UDC: 519.658

Received: 31.07.2007


 English version:
Computational Mathematics and Mathematical Physics, 2008, 48:5, 739–746

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