A variable target value method for nondifferentiable optimization

From MaRDI portal
Publication:1970420


DOI10.1016/S0167-6377(99)00063-2zbMath0958.90091WikidataQ127975493 ScholiaQ127975493MaRDI QIDQ1970420

Gyunghyun Choi, Hanif D. Sherali, Cihan H. Tuncbilek

Publication date: 21 March 2000

Published in: Operations Research Letters (Search for Journal in Brave)


65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C56: Derivative-free methods and methods using generalized derivatives


Related Items

Designing service system networks with interruption risks, Incorporating location, inventory and price decisions into a supply chain distribution network design problem, An infeasible-point subgradient method using adaptive approximate projections, Stochastic programming approach to process flexibility design, 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., 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, Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization, New modeling approaches for the design of local access transport area networks, Service system design for managing interruption risks: a backup-service risk-mitigation strategy, On the computational efficiency of subgradient methods: a case study with Lagrangian bounds, Dynamic Lagrangian dual and reduced RLT constructs for solving \(0-1\) mixed-integer programs, An inexact modified subgradient algorithm for nonconvex optimization, An efficient optimization procedure for designing a capacitated distribution network with price-sensitive demand, On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions, Rescheduling optimization of steelmaking-continuous casting process based on the Lagrangian heuristic algorithm, The prize collecting Steiner tree problem: models and Lagrangian dual optimization approaches, Globally tight bounds for almost differentiable functions over polytopes with application to tolerance analysis., On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian, A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods



Cites Work