Consider the Lagrangian relaxation: a) If x is a feasible solution for a MIP problem, show that
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Question:
Consider the Lagrangian relaxation:
a) If x is a feasible solution for a MIP problem, show that x also must be a feasible solution for the corresponding Lagrangian relaxation.
(b) If x* is an optimal solution for a MIP problem, with an objective function value of Z, show that where is the optimal objective function value for the corresponding Lagrangian relaxation.
Related Book For
Introduction to Operations Research
ISBN: 978-1259162985
10th edition
Authors: Frederick S. Hillier, Gerald J. Lieberman
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