A Lagrange relaxation method for solving weapon-target assignment problem (Q410577)

Summary: We study the weapon-target assignment (WTA) problem which has wide applications in the area of defense-related operations research. This problem calls for finding a proper assignment of weapons to targets such that the total expected damaged value of the targets to be maximized. The WTA problem can be formulated as a nonlinear integer programming problem which is known to be NP-complete. There does not exist any exact method for the WTA problem even small size problems, although several heuristic methods have been proposed. In this paper, Lagrange relaxation method is proposed for the WTA problem. The method is an iterative approach which is to decompose the Lagrange relaxation into two subproblems, and each subproblem can be easy to solve to optimality based on its specific features. Then, we use the optimal solutions of the two subproblems to update Lagrange multipliers and solve the Lagrange relaxation problem iteratively. Our computational efforts signify that the proposed method is very effective and can find high quality solutions for the WTA problem in reasonable amount of time.