Accelerating the convergence of subgradient optimisation

DOI10.1016/S0377-2217(98)00194-5MaRDI QIDQ1847153zbMATH OpenFDO

Authors Barrie Baker, Janice Sheasby

Publication date 17 November 2002

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-2217(98)00194-5

zbMATH Keywords

integer programmingLagrangean relaxation

Mathematics Subject Classification ID

Integer programming (90C10) Methods of reduced gradient type (90C52)

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Cites work

• An Improved Algorithm for the Capacitated Facility Location Problem
• Extensions to the generalised assignment heuristic for vehicle routing
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• Minimization of unsmooth functionals
• Validation of subgradient optimization

Cited in

(12)

• Embedding learning capability in Lagrangean relaxation: an application to the travelling salesman problem
• On some difficult linear programs coming from set partitioning
• On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
• A Lagrangian approach for minimum cost single round robin tournaments
• An effective line search for the subgradient method
• Accelerated methods with fastly vanishing subgradients for structured non-smooth minimization
• scientific article; zbMATH DE number 3961340 (Why is no real title available?)
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
• Convex Synthesis of Accelerated Gradient Algorithms
• Rate of convergence of the Nesterov accelerated gradient method in the subcritical case α ≤ 3
• scientific article; zbMATH DE number 5221408 (Why is no real title available?)
• Lagrangean relaxation-based techniques for solving facility location problems

Describes a project that uses

Uses Software

• OR-Library
• VRP

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