Optimization with an approximate Lagrangian

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1974 English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 7, pages 191-198 (issn: 0025-5610, eissn: 1436-4646,

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Authors: Paul J. Schweitzer;

doi: 10.1007/bf01585515

Optimization with an approximate Lagrangian

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Abstract

An error analysis is provided for discrete Lagrangian cell problems where the exact objective function for each cell is approximated by a simpler expression. Easily-calculated rigorous and heuristic bounds are given for the error in the value of the objective function. The solution itself, however, can be significantly distorted.

Related Organizations

IBM Research – Thomas J. Watson Research Center
United States
IBM (United States)
United States

Keywords

Numerical mathematical programming methods, Nonlinear programming, Inventory, storage, reservoirs

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