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- Kiwiel, Krzysztof C.Systems Research Institute, Warszawa (author)
Lagrangian relaxation via ballstep subgradient methods
- Article/chapterEnglish2007
Publisher, publication year, extent ...
- Institute for Operations Research and the Management Sciences (INFORMS),2007
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- LIBRIS-ID:oai:DiVA.org:liu-40001
- https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-40001URI
- https://doi.org/10.1287/moor.1070.0261DOI
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- Language:English
- Summary in:English
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- We exhibit useful properties of ballstep subgradient methods for convex optimization using level controls for estimating the optimal value. Augmented with simple averaging schemes, they asymptotically find objective and constraint subgradients involved in optimality conditions. When applied to Lagrangian relaxation of convex programs, they find both primal and dual solutions, and have practicable stopping criteria. Up until now, similar results have only been known for proximal bundle methods, and for subgradient methods with divergent series stepsizes, whose convergence can be slow. Encouraging numerical results are presented for large-scale nonlinear multicommodity network flow problems. ©2007 INFORMS.
Subject headings and genre
- NATURVETENSKAP Matematik hsv//swe
- NATURAL SCIENCES Mathematics hsv//eng
- MATHEMATICS
- MATEMATIK
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- Larsson, Torbjörn,1957-Linköpings universitet,Tekniska högskolan,Optimeringslära(Swepub:liu)torla64 (author)
- Lindberg, Per Olov,1942-Linköpings universitet,Tekniska högskolan,Optimeringslära(Swepub:liu)perli67 (author)
- Systems Research Institute, WarszawaTekniska högskolan (creator_code:org_t)
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- In:Mathematics of Operations Research: Institute for Operations Research and the Management Sciences (INFORMS)32:3, s. 669-6860364-765X1526-5471
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