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A New Semi-Lagrangean Relaxation for the K-Cardinality Assignment Problem

Belik, Ivan; Jörnsten, Kurt
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URI
http://hdl.handle.net/11250/227006
Date
2014-01
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  • Discussion papers (FOR) [556]
Abstract
Recently Beltrán-Royo, Vial & Alonso-Ayuso (2012) presented a semi-Lagrangean relaxation for

the classical p-median location problem and for the incapacitated facility location problem. The

results, obtained using the semi-Lagrangean relaxation approach, were quite impressive. In this

paper we use a semi-Lagrangean relaxation to obtain an efficient solution method for the kcardinality

assignment problem. The method has only one semi-Lagrangean multiplier that can

only take on a limited number of values, making the search for the optimal multiplier easy. Since

the semi-Lagrangean relaxation closes the duality gap, this leads to an extremely reliable and

easily implementable method for finding k-cardinality assignments in large-scale cases. The

method is computationally tested on the examples commonly used in the literature.
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FOR
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Discussion paper;01/14

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