The modified subgradient algorithm based on feasible values

DOI10.1080/02331930902928419zbMath1168.65355OpenAlexW1975472729MaRDI QIDQ5193137

Ozden Ustun, Refail Kasimbeyli, Alexander Rubinov

Publication date: 11 August 2009

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930902928419

zbMATH Keywords

global optimizationnon-convex optimizationF-MSG algorithmsharp augmented Lagrangianmodified subgradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites Work

• Stability and duality of nonconvex problems via augmented Lagrangian
• An MCDM approach to portfolio optimization.
• On augmented Lagrangians for optimization problems with a single constraint
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• Multiple criteria decision analysis. State of the art surveys
• On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
• Variational Analysis
• Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization

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