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

DOI10.1016/J.ORL.2003.12.006MaRDI QIDQ703259zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Convergence and computational analyses for some variable target value and subgradient deflection methods
• A variable target value method for nondifferentiable optimization
• The volume algorithm: Producing primal solutions with a subgradient method
• scientific article; zbMATH DE number 3868523
• An interior-point based subgradient method for nondifferentiable convex optimization

Cites work

• scientific article; zbMATH DE number 417962 (Why is no real title available?)
• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• scientific article; zbMATH DE number 3894826 (Why is no real title available?)
• A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems
• A variable target value method for nondifferentiable optimization
• Branch and Cut based on the volume algorithm: Steiner trees in graphs and Max-cut
• Ergodic, primal convergence in dual subgradient schemes for convex programming
• Limited memory space dilation and reduction algorithms
• Minimization of unsmooth functionals
• Mixed-integer bilinear programming problems
• Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs
• The Lagrangian Relaxation Method for Solving Integer Programming Problems
• The volume algorithm revisited: relation with bundle methods
• The volume algorithm: Producing primal solutions with a subgradient method

Cited in

(9)

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

Describes a project that uses

Uses Software

• OR-Library

This page was built for publication: On embedding the volume algorithm in a variable target value method.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q703259)