In numerical mathematics, relaxation methods are iterative methods for solving
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Relaxation technique (mathematics)

In mathematical optimization and related fields, relaxation is a modeling strategy. A relaxation is an approximation of a difficult problem by a nearby problem that is easier to solve. A solution of the relaxed problem provides information about the original problem.

For example, a linear programming relaxation of an integer programming problem removes the integrality constraint and so allows non-integer rational solutions. A Lagrangian relaxation of a complicated problem in combinatorial optimization penalizes violations of some constraints, allowing an easier relaxed problem to be solved. Relaxation techniques complement or supplement branch and bound algorithms of combinatorial optimization; linear programming and Lagrangian relaxations are used to obtain bounds in branch-and-bound algorithms for integer programming.

The modeling strategy of relaxation should not be confused with iterative methods of relaxation, such as successive over-relaxation (SOR); iterative methods of relaxation are used in solving problems in differential equations, linear least-squares, and linear programming. However, iterative methods of relaxation have been used to solve Lagrangian relaxations.

This is an excerpt from the article Relaxation technique (mathematics) from the Wikipedia free encyclopedia. A list of authors is available at Wikipedia.

For example, a linear programming relaxation of an integer programming problem removes the integrality constraint and so allows non-integer rational solutions. A Lagrangian relaxation of a complicated problem in combinatorial optimization penalizes violations of some constraints, allowing an easier relaxed problem to be solved. Relaxation techniques complement or supplement branch and bound algorithms of combinatorial optimization; linear programming and Lagrangian relaxations are used to obtain bounds in branch-and-bound algorithms for integer programming.

The modeling strategy of relaxation should not be confused with iterative methods of relaxation, such as successive over-relaxation (SOR); iterative methods of relaxation are used in solving problems in differential equations, linear least-squares, and linear programming. However, iterative methods of relaxation have been used to solve Lagrangian relaxations.

This is an excerpt from the article Relaxation technique (mathematics) from the Wikipedia free encyclopedia. A list of authors is available at Wikipedia.

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Relaxation technique (mathematics)

Relaxation technique (mathematics)

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