Design An Efficient Method for Solving Integer Programming by Lagrangian Relaxation

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Zare, Mahdi | 2013

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 44486 (01)
University: Sharif University of Technology
Department: Industrial Engineering
Advisor(s): Eshghi, Kourosh
Abstract:
The subgradient method is one of the most favoriate methods to solve discrete optimization problems. The Easy Implementation and flexibility enbles us to solve a vast types of complicated combinatorial optimization problems. However, the algorithm can be improved by adjusting its parameters and steps.In present research, we present a heuristic structure to modify and improve the algorithm. Then, the proposed algorithm has tested on special classes of discrete optimization problems such as Generealized Assignment and Uncapacitated Warehouse location problems. The results show that the proposed algorithm can improve the efficiency of the classic form of subgradient method.The three main questions we address are:1- What are the basic elements of subgradient method?2- What are the problems of subgradient method implementation which makes it ineffiecient?
5- How can we solve those problems?
Keywords:
Lagrangian Dual ; Subgradient Algorithm ; Stepsize ; Subgradient Vector

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