Consider the Lagrangian relaxation described near the end of Sec. 12.6. (a) If x is a feasible

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Consider the Lagrangian relaxation described near the end of Sec. 12.6.

(a) If x is a feasible solution for an MIP problem, show that x also must be a feasible solution for the corresponding Lagrangian relaxation.

(b) If x* is an optimal solution for an MIP problem, with an objective function value of Z, show that Z Z*

R, where Z*

R is the optimal objective function value for the corresponding Lagrangian relaxation.

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Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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Question Posted: Jul 27, 2024 05:01 AM

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Consider the Lagrangian relaxation described near the end of Sec. 12.6. (a) If x is a feasible

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Introduction To Operations Research

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