An effective line search for the subgradient method

DOI10.1007/S10957-004-1708-4zbMATH Open1114.90122OpenAlexW2003563489MaRDI QIDQ1781859FDOQ1781859

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

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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)

Cites Work

• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• The Cutting-Plane Method for Solving Convex Programs
• Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems
• Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches
• Incremental subgradient methods for nondifferentiable optimization
• The volume algorithm: Producing primal solutions with a subgradient method
• Accelerating the convergence of subgradient optimisation
• Parallel implementation of a central decomposition method for solving large-scale planning problems
• On improvements to the analytic center cutting plane method
• The efficiency of ballstep subgradient level methods for convex optimization
• Title not available (Why is that?)

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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