Constrained multi-project planning problems: a Lagrangean decomposition approach

A Lagrangean decomposition technique that can be used to solve multi-project planning problems with resource constraints and alternative modes of performing eacy activity in the projects is presented. The decomposition method provides bounds on the optimum, allowing for the evaluation of approximate solutions. It can also be used for a better analysis of the tree nodes. Lastly, the Langrangean optimal multipliers are significant sources of insights for project management.