New bundle methods for solving Lagrangian relaxation dual problems

DOI10.1023/A:1014839227049MaRDI QIDQ700752zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 8 October 2002

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

Full work available at URL https://doi.org/10.1023/a:1014839227049

zbMATH Keywords

nonsmooth optimizationbundle methodsLagrangian relaxationmanufacturing scheduling

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic scheduling theory in operations research (90B36) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 193411 (Why is no real title available?)
• An Optimization Algorithm for the Vehicle Routing Problem with Time Windows Based on Lagrangian Relaxation
• Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
• Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
• Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization
• Surrogate gradient algorithm for Lagrangian relaxation
• Validation of subgradient optimization

Cited in

(10)

• Lagrangian relaxation with cut generation for hybrid flowshop scheduling problems to minimize the total weighted tardiness
• A new steepest descent differential inclusion-based method for solving general nonsmooth convex optimization problems
• Solving dual problems using a coevolutionary optimization algorithm
• The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems
• New filtering for \textsc{AtMostNValue} and its weighted variant: a Lagrangian approach
• Convergent Lagrangian and domain cut method for nonlinear knapsack problems
• Solving the maximum edge disjoint path problem using a modified Lagrangian particle swarm optimisation hybrid
• On the convergence of conditional \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems.
• About Lagrangian methods in integer optimization
• Dynamic bundle methods

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