An effective line search for the subgradient method
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Publication:1781859
DOI10.1007/s10957-004-1708-4zbMath1114.90122OpenAlexW2003563489MaRDI QIDQ1781859
F.-Javier Heredia, Carlos Beltran
Publication date: 9 June 2005
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-004-1708-4
Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Methods of reduced gradient type (90C52)
Related Items (6)
Subgradient method for nonconvex nonsmooth optimization ⋮ Strong RLT1 bounds from decomposable Lagrangean relaxation for some quadratic \(0-1\) optimization problems with linear constraints ⋮ A conjugate Rosen's gradient projection method with global line search for piecewise linear concave optimization ⋮ An anytime algorithm for constrained stochastic shortest path problems with deterministic policies ⋮ Aggregate subgradient method for nonsmooth DC optimization ⋮ The radar method: An effective line search for piecewise linear concave functions
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- Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems
- Parallel implementation of a central decomposition method for solving large-scale planning problems
- Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches
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