I know there is a generic code for solving the lagrangian relaxation of an LP. However, for an integer program, sometimes you want some constraints relaxed, but not all. For example, I want the equality constraints dualized, but not the inequality constraints.
Is there existing code for solving the lagrangian dual of an Integer Program using the subgradient method, where only some of the constraints are dualized?
I'd like to be able to print out the dual and primal variables at each iteration.