Decision Optimization

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Lagrangian Relaxation Example

  • 1.  Lagrangian Relaxation Example

    Posted Fri October 27, 2017 12:59 PM

    Originally posted by: aliv87


    Hello,

    I am trying to understand how the Lagrangian Relaxation Example in CPLEX software works, and whether it provides good results.

     

    The example is a location-transportation problem, which provides lower bounds using linear relaxation and Lagrangian relaxation, and provides upper bound using a feasible solution to the minimization problem.

    When I run the project, it provides the best lower bound of 1.72 and the best upper bound of 2040. The solution to the original problem is 1592. So, this question is: Is the code really working? Because a lower bound of 1.72 is not really helpful.

    I tried to increase the iterations ("iter_limit" variable) from 20 to 200 and "same_limit" variable from 3 to 30, but still the lower bound does not improve. Only the upper bound improves from 2040 to 1729.

     

    Can you please help?



  • 2.  Re: Lagrangian Relaxation Example

    Posted Mon October 30, 2017 11:04 AM

    Originally posted by: aliv87


    Anybody can help please?



  • 3.  Re: Lagrangian Relaxation Example

    Posted Wed November 01, 2017 07:11 AM

    I replied here.



  • 4.  RE: Re: Lagrangian Relaxation Example

    Posted 2 days ago
    Hello Daniel , 
    I am experiencing the same problem with aliv87, I could not open the link you sent , can you send it one more time, please ?  I really need to learn the answer. 

    Thank you so much

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    milena kafka
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  • 5.  RE: Re: Lagrangian Relaxation Example

    Posted 2 days ago
    Daniel is no longer with IBM, so I doubt he will see your messages. Regarding the broken link, IBM recently switched to a new forum system (this one). They migrated all the old questions and answers, but the link still points to the former system, which is no longer operational. You might try posting a new question.

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    Paul Rubin
    Professor Emeritus
    Michigan State University
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  • 6.  RE: Re: Lagrangian Relaxation Example

    Posted 2 days ago
    Thank you so much Prof. Rubin, 
    Now, the things are clear. I hope someone else from the Community sees my thread and answer it or I should post a new one.  I asked another question with the title "Lagrangian Relaxation Example in Cplex"  in this forum again. I detailed my problem there a little more and edited it a bit to make it more clear. If you can share maybe some of your ideas about the behaviour of my approach I would be very happy

    Thank you so much in advance.

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    milena kafka
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  • 7.  RE: Re: Lagrangian Relaxation Example

    Posted 2 days ago
    Hello Daniel, 
    Can you share the link/or the answer one more time please ? I am experiencinf the same problem with the same example 
    Thank you so much

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    milena kafka
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  • 8.  RE: Re: Lagrangian Relaxation Example

    Posted 2 days ago
    Edited by milena kafka 2 days ago
      |   view attached
    Hello Daniel, 

    I am sorry but when I click on the link you sent I am reaching the following page which does not include your answer to related problem. I guess , it happens since your answer is archived. Can you send the answer, or copy paste your answer here, please? Otherwise,I can not view it, 

    Thank you so much in advance
    Btw, I searched the keyword "lagrangian" in the page you sent , however I could not find your answer 
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    milena kafka
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