This bachelor thesis describes the Lagrange relaxation. An important step in this solving
technique is the way of updating the Lagrange multipliers in it. Therefore two basic tech-
niques, named as the subgradient method and the bundle method, and some betterment
of these are introduced. The subgradient method uses line search with subgradients to
reach the best multipliers. In comparison to that the bundle method uses an approxima-
tion based on a collection of subgradients. The profits and disadvantages of these two
methods and their betterments are discussed in this thesis.
Additionally the Lagrange relaxation method is used to solve the optimal scheduling
and routing in extramural health care. Therefore two variants of Lagrange relaxation are
presented. One of them has been implemented with two different ways of updating the
multipliers, the subgradient method and in comparison to that the bundle method. In
this implementation the bundle method returned better results for specific parameters.
The way of selecting these specific parameters is discussed in the end of this thesis.
«
This bachelor thesis describes the Lagrange relaxation. An important step in this solving
technique is the way of updating the Lagrange multipliers in it. Therefore two basic tech-
niques, named as the subgradient method and the bundle method, and some betterment
of these are introduced. The subgradient method uses line search with subgradients to
reach the best multipliers. In comparison to that the bundle method uses an approxima-
tion based on a collection of subgradients. The profits an...
»