Predicting Accurate Lagrangian Multipliers for Mixed Integer Linear Programs

no code implementations • 23 Oct 2023 • Francesco Demelas, Joseph Le Roux, Mathieu Lacroix, Axel Parmentier

Given any duals for these constraints, called Lagrangian Multipliers (LMs), it returns a bound on the optimal value of the MILP, and Lagrangian methods seek the LMs giving the best such bound.

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