The volume algorithm: Producing primal solutions with a subgradient method
From MaRDI portal
Publication:1575065
DOI10.1007/s101070050002zbMath0961.90058OpenAlexW2050014122MaRDI QIDQ1575065
Ranga Anbil, Francisco Barahona
Publication date: 14 August 2000
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s101070050002
Large-scale problems in mathematical programming (90C06) Derivative-free methods and methods using generalized derivatives (90C56) Linear programming (90C05)
Related Items (91)
Lagrangean relaxation. (With comments and rejoinder). ⋮ A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems ⋮ On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming ⋮ A cutting plane algorithm for the capacitated facility location problem ⋮ On some difficult linear programs coming from set partitioning ⋮ A column-generation-based algorithm for a resource-constrained project scheduling problem with a fractional shared resource ⋮ Decomposition based hybrid metaheuristics ⋮ Period Decompositions for the Capacitated Lot Sizing Problem with Setup Times ⋮ Convergence and computational analyses for some variable target value and subgradient deflection methods ⋮ A trust region target value method for optimizing nondifferentiable Lagrangian duals of linear programs ⋮ Stochastic programming for qualification management of parallel machines in semiconductor manufacturing ⋮ Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization ⋮ Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization ⋮ Dynamic bundle methods ⋮ Cluster Lagrangean decomposition in multistage stochastic optimization ⋮ The \(p\)-median problem: a survey of metaheuristic approaches ⋮ The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems ⋮ Computational study of large-scale \(p\)-median problems ⋮ Exact Approaches for Single Machine Total Weighted Tardiness Batch Scheduling ⋮ A Lagrangian search method for the \(P\)-median problem ⋮ Combining (Integer) Linear Programming Techniques and Metaheuristics for Combinatorial Optimization ⋮ Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods ⋮ Lagrangean‐based solution approaches for the generalized problem of locating capacitated warehouses ⋮ An effective approach for optimization of a perishable inventory system with uncertainty in both demand and supply ⋮ Dynamic Lagrangian dual and reduced RLT constructs for solving \(0-1\) mixed-integer programs ⋮ Could we use a million cores to solve an integer program? ⋮ Formulations and a Lagrangian relaxation approach for the prize collecting traveling salesman problem ⋮ Resource constraint scheduling with a fractional shared resource ⋮ A hybrid robust-stochastic optimization approach for day-ahead scheduling of cascaded hydroelectric system in restructured electricity market ⋮ Optimizing a multi-echelon location-inventory problem with joint replenishment: a Lipschitz \(\epsilon\)-optimal approach using Lagrangian relaxation ⋮ Polyhedral results and stronger Lagrangean bounds for stable spanning trees ⋮ Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems ⋮ Decentralised scheduling with confidentiality protection ⋮ Exploiting variable associations to configure efficient local search algorithms in large-scale binary integer programs ⋮ The prize collecting Steiner tree problem: models and Lagrangian dual optimization approaches ⋮ On the computational efficiency of subgradient methods: a case study with Lagrangian bounds ⋮ Dantzig-Wolfe decomposition and branch-and-price solving in G12 ⋮ The minimum spanning tree problem with conflict constraints and its variations ⋮ On the convergence of conditional \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems. ⋮ Algorithms for large scale shift minimisation personnel task scheduling problems ⋮ A hybrid Lagrangian metaheuristic for the cross-docking flow shop scheduling problem ⋮ Unnamed Item ⋮ Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation ⋮ From High-Level Model to Branch-and-Price Solution in G12 ⋮ Cost-based filtering for shorter path constraints ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ An exact cooperative method for the uncapacitated facility location problem ⋮ Robust branch-cut-and-price for the capacitated minimum spanning tree problem over a large extended formulation ⋮ Lagrangian relaxation based algorithm for trigeneration planning with storages ⋮ A dual ascent procedure for the set partitioning problem ⋮ Comparison of bundle and classical column generation ⋮ A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method ⋮ Higher-level RLT or disjunctive cuts based on a partial enumeration strategy for 0-1 mixed-integer programs ⋮ On embedding the volume algorithm in a variable target value method. ⋮ Decomposition and dynamic cut generation in integer linear programming ⋮ A Lagrangian bound for many-to-many assignment problems ⋮ Algorithms for the generalized quadratic assignment problem combining Lagrangean decomposition and the reformulation-linearization technique ⋮ A hybrid Lagrangian genetic algorithm for the prize collecting Steiner tree problem ⋮ Benders decomposition, Lagrangean relaxation and metaheuristic design ⋮ Stochastic set packing problem ⋮ Portfolio optimization with two coherent risk measures ⋮ Near-optimal solutions to large-scale facility location problems ⋮ An effective line search for the subgradient method ⋮ The omnipresence of Lagrange ⋮ Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization ⋮ On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems ⋮ An iterative dynamic programming approach for the temporal knapsack problem ⋮ Solving the maximum edge disjoint path problem using a modified Lagrangian particle swarm optimisation hybrid ⋮ An improved Lagrangian relaxation and dual ascent approach to facility location problems ⋮ Hub-and-spoke network design and fleet deployment for string planning of liner shipping ⋮ A resource constrained scheduling problem with multiple independent producers and a single linking constraint: a coal supply chain example ⋮ Linear size MIP formulation of max-cut: new properties, links with cycle inequalities and computational results ⋮ A merit function approach to the subgradient method with averaging ⋮ Essentials of numerical nonsmooth optimization ⋮ A Simple but Usually Fast Branch-and-Bound Algorithm for the Capacitated Facility Location Problem ⋮ Two ``well-known properties of subgradient optimization ⋮ Lagrangian relaxation of the generic materials and operations planning model ⋮ GRASP with path-relinking for the generalized quadratic assignment problem ⋮ Stronger \(K\)-tree relaxations for the vehicle routing problem ⋮ An effective heuristic for large-scale capacitated facility location problems ⋮ Rail schedule optimisation in the hunter valley coal chain ⋮ New approaches for optimizing over the semimetric polytope ⋮ Branch and Cut based on the volume algorithm: Steiner trees in graphs and Max-cut ⋮ Primal convergence from dual subgradient methods for convex optimization ⋮ Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut and equipartition ⋮ Essentials of numerical nonsmooth optimization ⋮ Large-scale unit commitment under uncertainty ⋮ OPTIMAL SET-PARTITIONING BASED ON GROUP QUALITY LIKELIHOOD USING PARTITION-GROWING ALGORITHM ⋮ About Lagrangian methods in integer optimization ⋮ Rapid prototyping of optimization algorithms using COIN-OR: a case study involving the cutting-stock problem ⋮ Non delayed relax-and-cut algorithms
This page was built for publication: The volume algorithm: Producing primal solutions with a subgradient method
