IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v32y1986i7p856-869.html
   My bibliography  Save this article

Improved Penalties for Fixed Cost Linear Programs Using Lagrangean Relaxation

Author

Listed:
  • A. Victor Cabot

    (School of Business, Indiana University, Bloomington, Indiana 47405)

  • S. Selcuk Erenguc

    (University of Florida, Gainesville, Florida 32611)

Abstract

The most commonly used penalty in branch and bound approaches to integer programming is the Driebeek--Tomlin penalty. It has been used successfully in solving fixed cost linear programs by Kennington and Unger and by Barr, Glover and Klingman. It is well known that the Driebeek--Tomlin penalty can be derived from a Lagrangean relaxation of the integer programming problem. We show, however, that the Lagrangean relaxation for fixed cost problems not only yields the Driebeek--Tomlin penalty, but two penalties which sometimes dominate it. We show the strength of the new penalties by solving a series of text problems and comparing the number of nodes generated on the branch and bound tree and the total computer time needed to solve each problem.

Suggested Citation

  • A. Victor Cabot & S. Selcuk Erenguc, 1986. "Improved Penalties for Fixed Cost Linear Programs Using Lagrangean Relaxation," Management Science, INFORMS, vol. 32(7), pages 856-869, July.
  • Handle: RePEc:inm:ormnsc:v:32:y:1986:i:7:p:856-869
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.32.7.856
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sun, Minghe & Aronson, Jay E. & McKeown, Patrick G. & Drinka, Dennis, 1998. "A tabu search heuristic procedure for the fixed charge transportation problem," European Journal of Operational Research, Elsevier, vol. 106(2-3), pages 441-456, April.
    2. Klose, Andreas & Drexl, Andreas, 2001. "Combinatorial optimisation problems of the assignment type and a partitioning approach," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 545, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:32:y:1986:i:7:p:856-869. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc). General contact details of provider: http://edirc.repec.org/data/inforea.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.