An efficient algorithm for the Lagrangea
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W.O. Riha; J. Walker
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Article
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1997
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Elsevier Science
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English
β 471 KB
This paper presents an efficient algorithm for solving the Lagrangean dual of nonlinear knapsack problems with additional nested constraints. The dual solution provides a feasible primal solution (if it exists) and associated lower and upper bounds on the optimal objective function value of the prim