An effective line search for the subgradient method

DOI10.1007/S10957-004-1708-4MaRDI QIDQ1781859zbMATH OpenOpenAlexFDO

Authors Carlos Beltran, F. J. Heredia

Publication date 9 June 2005

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

Full work available at URL https://doi.org/10.1007/s10957-004-1708-4

zbMATH Keywords

subgradient methodLagrangian relaxationmultiplier updatingradar unit commitment

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

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Cites work

• scientific article; zbMATH DE number 50615 (Why is no real title available?)
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• Accelerating the convergence of subgradient optimisation
• Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems
• Incremental subgradient methods for nondifferentiable optimization
• On improvements to the analytic center cutting plane method
• Parallel implementation of a central decomposition method for solving large-scale planning problems
• The Cutting-Plane Method for Solving Convex Programs
• The efficiency of ballstep subgradient level methods for convex optimization
• The volume algorithm: Producing primal solutions with a subgradient method
• Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches

Cited in

(7)

• Aggregate subgradient method for nonsmooth DC optimization
• An anytime algorithm for constrained stochastic shortest path problems with deterministic policies
• A conjugate Rosen's gradient projection method with global line search for piecewise linear concave optimization
• Strong RLT1 bounds from decomposable Lagrangean relaxation for some quadratic 0-1 optimization problems with linear constraints
• The radar method: An effective line search for piecewise linear concave functions
• A line search improvement of efficient MPC
• Subgradient method for nonconvex nonsmooth optimization

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