New bundle methods for solving Lagrangian relaxation dual problems

DOI10.1023/A:1014839227049zbMath1015.90089OpenAlexW1554465673MaRDI QIDQ700752

D. Kharzeev

Publication date: 8 October 2002

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014839227049

zbMATH Keywords

nonsmooth optimizationLagrangian relaxationbundle methodsmanufacturing scheduling

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Optimality conditions and duality in mathematical programming (90C46) Stochastic scheduling theory in operations research (90B36)

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Cites Work

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• An Optimization Algorithm for the Vehicle Routing Problem with Time Windows Based on Lagrangian Relaxation
• Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
• Validation of subgradient optimization
• Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization

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