On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
DOI10.1007/S10898-005-3270-5zbMATH Open1098.90091OpenAlexW2172263749WikidataQ58048551 ScholiaQ58048551MaRDI QIDQ2494475FDOQ2494475
Authors: Rafail N. Gasimov, Nergiz A. Ismayilova, R. S. Burachik, C. Y. Kaya
Publication date: 28 June 2006
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://ap01.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12142964860001831
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Nonconvex programmingNonsmooth optimizationAugmented LagrangianSharp LagrangianSubgradient optimization
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- On Convergence Properties of a Subgradient Method
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Cited In (30)
- An inexact modified subgradient algorithm for nonconvex optimization
- A new scalarization and numerical method for constructing the weak Pareto front of multi-objective optimization problems
- A sharp augmented Lagrangian-based method in constrained non-convex optimization
- Stochastic subgradient algorithm for nonsmooth nonconvex optimization
- A nonlinear programming technique to compute a~tight~lower bound for the real structured singular value
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- Optimization over the efficient set of multi-objective convex optimal control problems
- Title not available (Why is that?)
- A primal dual modified subgradient algorithm with sharp Lagrangian
- Modified spectral projected subgradient method: convergence analysis and momentum parameter heuristics
- Further study on a dual algorithm
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems
- The modified subgradient algorithm based on feasible values
- Capacitated facility location-allocation problem for wastewater treatment in an industrial cluster
- An augmented penalty function method with penalty parameter updates for nonconvex optimization
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- Revisiting augmented Lagrangian duals
- Decomposition methods for global solution of mixed-integer linear programs
- Combined forecasts in portfolio optimization: a generalized approach
- The exact penalty map for nonsmooth and nonconvex optimization
- Weak subgradient method for solving nonsmooth nonconvex optimization problems
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- A non-local topology-preserving segmentation-guided registration model
- On primal convergence for augmented Lagrangian duality
- A flexible inexact-restoration method for constrained optimization
- A subgradient method based on gradient sampling for solving convex optimization problems
- Inexact subgradient methods for quasi-convex optimization problems
- A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm
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