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## Re: [Help-glpk] Binary Integer Program with Lagrange Multipliers

**From**: |
Andrew Makhorin |

**Subject**: |
Re: [Help-glpk] Binary Integer Program with Lagrange Multipliers |

**Date**: |
Mon, 21 Dec 2009 07:26:26 +0300 |

>* I have a question on how to obtain the Lagrange Multipliers for a*
>* Binary Integer Program (BIP).*
>* Attached is an example of a BIP that I have. I am not sure whether my*
>* method of obtaining the Lagrange Multiplier is correct.*
Please see:
http://en.wikipedia.org/wiki/Lagrangian_relaxation
(Note, however, that additional terms included in the objective are
*not* penalties as many textbooks erroneously say, because stationary
point of the Lagrangian function is a saddle point, not an extremum.)

**Re: [Help-glpk] Linear Programming Relaxation**, *Andrew Makhorin*, `2009/12/01`
**Re: [Help-glpk] Linear Programming Relaxation**, *RC Loh*, `2009/12/01`
**Re: [Help-glpk] Linear Programming Relaxation**, *Jeffrey Kantor*, `2009/12/01`
**Re: [Help-glpk] Linear Programming Relaxation**, *Michael Hennebry*, `2009/12/01`
**Re: [Help-glpk] Linear Programming Relaxation**, *RC Loh*, `2009/12/02`
**Re: [Help-glpk] Linear Programming Relaxation**, *Michael Hennebry*, `2009/12/02`
**Re: [Help-glpk] Linear Programming Relaxation**, *Jeffrey Kantor*, `2009/12/02`
**RE: [Help-glpk] Linear Programming Relaxation**, *Meketon, Marc*, `2009/12/02`
**Re: [Help-glpk] Linear Programming Relaxation**, *Andrew Makhorin*, `2009/12/02`
**[Help-glpk] Binary Integer Program with Lagrange Multipliers**, *RC Loh*, `2009/12/19`
**Re: [Help-glpk] Binary Integer Program with Lagrange Multipliers**,
*Andrew Makhorin* **<=**