Tag: Surrogate

  • Surrogate “Level-Based” Lagrangian Relaxation for mixed-integer linear programming

    Surrogate “Level-Based” Lagrangian Relaxation for mixed-integer linear programming

    Surrogate “Level-Based” Lagrangian Relaxation In this subsection, a novel Surrogate “Level-Based” Lagrangian Relaxation (SLBLR) method is developed to determine “level” estimates of \(q(\lambda ^*)\) within the Polyak’s stepsizing formula (9) for fast convergence of multipliers when optimizing the dual function (3). Since the knowledge of \(q(\lambda ^*)\) is generally unavailable, over-estimates of the optimal dual value,…