On embedding the volume algorithm in a variable target value method.

DOI10.1016/J.ORL.2003.12.006zbMATH Open1054.90054OpenAlexW2041715582MaRDI QIDQ703259FDOQ703259

Authors: Hanif D. Sherali, Churlzu Lim 

Publication date: 11 January 2005

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

Full work available at URL: https://doi.org/10.1016/j.orl.2003.12.006

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zbMATH Keywords

Lagrangian relaxationNondifferentiable optimizationVariable target value methodVolume algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

Cites Work

• Title not available (Why is that?)
• Ergodic, primal convergence in dual subgradient schemes for convex programming
• Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Lagrangian Relaxation Method for Solving Integer Programming Problems
• Mixed-integer bilinear programming problems
• The volume algorithm: Producing primal solutions with a subgradient method
• Minimization of unsmooth functionals
• A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems
• A variable target value method for nondifferentiable optimization
• The volume algorithm revisited: relation with bundle methods
• Branch and Cut based on the volume algorithm: Steiner trees in graphs and Max-cut
• Limited memory space dilation and reduction algorithms

Cited In (9)

• A trust region target value method for optimizing nondifferentiable Lagrangian duals of linear programs
• On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
• Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
• Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
• Primal convergence from dual subgradient methods for convex optimization
• Convergence and computational analyses for some variable target value and subgradient deflection methods
• Dynamic Lagrangian dual and reduced RLT constructs for solving \(0-1\) mixed-integer programs
• Higher-level RLT or disjunctive cuts based on a partial enumeration strategy for 0-1 mixed-integer programs
• A variable target value method for nondifferentiable optimization

Uses Software

• OR-Library

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