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Comparison of Lagrangian bounds for one class of generalized assignment problems

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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.

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Authors and Affiliations

  1. Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia

    I. S. Litvinchev

  2. Sao Paulo State University, CP 136, S.J., Rio Preto, Brazil

    S. Rangel

Authors
  1. I. S. Litvinchev
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  2. S. Rangel
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Correspondence to I. S. Litvinchev.

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Original Russian Text © I.S. Litvinchev, S. Rangel, 2008, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2008, Vol. 48, No. 5, pp. 779–787.

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Litvinchev, I.S., Rangel, S. Comparison of Lagrangian bounds for one class of generalized assignment problems. Comput. Math. and Math. Phys. 48, 739–746 (2008). https://doi.org/10.1134/S0965542508050047

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  • DOI: https://doi.org/10.1134/S0965542508050047

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