SURVEY OF VARIOUS TACTICS FOR GENERATING LAGRANGIAN MULTIPLIERS IN THE CONTEXT OF LAGRANGIAN DUALITY

被引：86

作者：

BAZARAA, MS ^{[1
]}

GOODE, JJ ^{[1
]}

机构：

[1] GEORGIA INST TECHNOL,SCH MATH,ATLANTA,GA 30332

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1979年 / 3卷 / 04期

关键词：

D O I：

10.1016/0377-2217(79)90228-5

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

This study concerns itself with Lagrangian duality for continuous and discrete mathematical programming problems. Properties of the dual function, including subdifferentiability, differentiability, ascent, and steepest ascent directions are discussed. We show the relationship between directions of steepest ascent and shortest subgradients under different normalization constraints. We then discuss various strategies for generating and updating the Lagrangian multiplier vectors in the course of dual optimization. © 1979.

引用

页码：322 / 338

页数：17

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