Introducing lagrangian relaxation quickly in a comment to a simulated annealing post is perhaps not the best way to convey a method. The machinery of mathematic

Introducing lagrangian relaxation quickly in a comment to a simulated annealing post is perhaps not the best way to convey a method. The machinery of mathematical programming you have to introduce quickly becomes an incomprehensible wall of text to most people. Better write this in a blog post somewhere and refer that. Indeed, there are often better solutions than simulated annealing, if the problem you are facing have some nice properties. I've been doing optimization on a highly nonlinear mathematical problem, but the objective function is so nice it only has a single maxima in the region I'm looking. So I just ran Nelder-Mead which terminates much quicker.