The modified subgradient algorithm based on feasible values
From MaRDI portal
Publication:5193137
DOI10.1080/02331930902928419zbMath1168.65355MaRDI 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
global optimization; non-convex optimization; F-MSG algorithm; sharp augmented Lagrangian; modified subgradient algorithm
65K05: Numerical mathematical programming methods
90C26: Nonconvex programming, global optimization
90C56: Derivative-free methods and methods using generalized derivatives
Related Items
A sharp augmented Lagrangian-based method in constrained non-convex optimization, Weak subgradient method for solving nonsmooth nonconvex optimization problems, Conic Scalarization Method in Multiobjective Optimization and Relations with Other Scalarization Methods, An overview of advances in combinatorial optimization related topics, Generalized quadratic multiple knapsack problem and two solution approaches, Optimality conditions in nonconvex optimization via weak subdifferentials, Combined forecasts in portfolio optimization: a generalized approach, On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization, Separation theorems for nonconvex sets and application in optimization, Existence and characterization theorems in nonconvex vector optimization, A conic scalarization method in multi-objective optimization, A nonlinear programming technique to compute a~tight~lower bound for the real structured singular value, A polyhedral conic functions based classification method for noisy data, Augmented Lagrangian based hybrid subgradient method for solving aircraft maintenance routing problem
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