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Lagrange Relaxation example
Hello, I'm Antonio i'm making an heuristic for my clsp lot size problem, but i didn't find any example of a possible lagrange relaxation because i don't know how to implement lagrangian multipliers f...
I am not aware of any readily available example implementation of Lagrange relaxation, however from an implementation point of view you may find some related concepts (iterative problem solving with penalty terms) in this example of an outer approximation algorithm implemented with Mosel: https://examples.xpress.fico.com/example.pl?id=quadfaclocoa_2