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Lagrangian Dual, Subgradient Method

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  • Mario Ruthmair
    Gurobi Staff Gurobi Staff

    Hi Farzane,

    Gurobi does not include the subgradient method for solving node relaxations in the branch-and-bound tree. Node bounds are obtained by solving continuous relaxations by simplex or barrier only.

    So, if you want to use Lagrangian Relaxation in a branch-and-bound framework, Gurobi cannot help you here. You need to implement all ingredients by yourself or use other existing frameworks.

    Best regards,
    Mario

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