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MadeEasyLagrangianRelaxation

Motivation

Lagrangian Relaxation is a powful tool to solve large-scale integer programming or mixed-integer programming. However, Lagrangian Relaxation is difficult to be implemented. Furthermore, Lagrangian Relaxation does not have the standardized format, so many researchers and engineers always implement Lagrangian Relaxation case by case. Actually, this open source project is going to face these problems. Based on Gurobi solver, we developed "Made Easy Lagrangian Relaxation". Once the optimization model is implemented by Gurobi(in Python), then you can call "Made Easy Lagrangian Relaxation" to solve your problem by Lagrangian Relaxation Method.

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Made Easy Lagrangian Relaxation

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