Solution Procedure based on Lagrangean Relaxation

Lagrangean relaxation based heuristics have been presented in section B.3.2. The basic idea is to solve a complex optimization problem with the help of more easily tractable subproblems. To do so, complicating constraints of the original (primal) problem are relaxed and accounted for through a penalty cost term - the Lagrangean multipliers - in the objective function.