Abstract
We present a Lagrangean decomposition to study integer nonlinear programming problems. Solving the dual Lagrangean relaxation we have to obtain at each iteration the solution of a nonlinear programming with continuous variables and an integer linear programming. Decreasing iteratively the primal—dual gap we propose two algorithms to treat the integer nonlinear programming.
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This work was partially supported by CNPq and FINEP.
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Michelon, P., Maculan, N. Lagrangean decomposition for integer nonlinear programming with linear constraints. Mathematical Programming 52, 303–313 (1991). https://doi.org/10.1007/BF01582893
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DOI: https://doi.org/10.1007/BF01582893