A Lagrangian bound for many-to-many assignment problems

Abstract

A simple procedure to tighten the Lagrangian bounds is proposed. The approach is interpreted in two ways. First, it can be seen as a reformulation of the original problem aimed to split the resulting Lagrangian problem into two subproblems. Second, it can be considered as a search for a tighter estimation of the penalty term arising in the Lagrangian problem. The new bounds are illustrated by a small example and studied numerically for a class of the generalized assignment problems.