A Simple Extension of the Global Optimality Condition for Lagrangean Relaxation

  • 발행 : 1992.04.01

초록

A slight extension of the classical saddle point and the global optimality condition has been discussed relative to some algorithmic implications. It also involves an economic interpretation which shows satisfying, rather than optimizing, decision making behavior under bounded rationality.

키워드

참고문헌

  1. Nondifferentiable Optimization Dem'yanov,V.F.;L.V.Vasil'ev
  2. Operations Research v.11 Generalized Lagrangean multiplier method for solving problems of optimum allocation of resources Everett,H.Ⅲ.
  3. Managements Science v.27 The Lagrangean relaxation method for solving integer programming problems Fisher,M.L.
  4. SIAM Review v.13 Duality in nonlinear programming : a simplified applications-oriented development Geoffrion,A.M.
  5. Mathematical Programming Study v.2 Lagrangean relaxation for integer programming Gerffrion,A.M.
  6. Mathematical Programing v.11 Conceps of optimality and their uses : Nobel memorial lecture Koopmans,T.C.
  7. Mathematical Programming Shapiro,J.F.
  8. Models of Man Simon,H.A.
  9. Mathematical Programming v.21 An elementary survey of general duality theory in mathematical programming Tind,J.;L.A.Wolsey