Alidaee, Bahram - In: European Journal of Operational Research 232 (2014) 2, pp. 241-248
Surrogate constraint relaxation was proposed in the 1960s as an alternative to the Lagrangian relaxation for solving difficult optimization problems. The duality gap in the surrogate relaxation is always as good as the duality gap in the Lagrangian relaxation. Over the years researchers have...