> I have a question on how to obtain the Lagrange Multipliers for a > Binary Integer Program (BIP). > Attached is an example of a BIP that I have. I am not sure whether my > method of obtaining the Lagrange Multiplier is correct.
Please see: http://en.wikipedia.org/wiki/Lagrangian_relaxation (Note, however, that additional terms included in the objective are *not* penalties as many textbooks erroneously say, because stationary point of the Lagrangian function is a saddle point, not an extremum.) _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk
