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?
#CPLEXOptimizers#DecisionOptimization