New bundle methods for solving Lagrangian relaxation dual problems

DOI10.1023/A:1014839227049zbMATH Open1015.90089OpenAlexW1554465673MaRDI QIDQ700752FDOQ700752

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
• Validation of subgradient optimization
• Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
• Surrogate gradient algorithm for Lagrangian relaxation
• Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization
• An Optimization Algorithm for the Vehicle Routing Problem with Time Windows Based on Lagrangian Relaxation

Cited In (9)

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

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