Convergence and computational analyses for some variable target value and subgradient deflection methods
DOI10.1007/S10589-005-3914-XzbMATH Open1153.90574OpenAlexW2020202653MaRDI QIDQ853561FDOQ853561
Authors: Churlzu Lim, Hanif D. Sherali
Publication date: 17 November 2006
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-005-3914-x
Recommendations
- A variable target value method for nondifferentiable optimization
- On embedding the volume algorithm in a variable target value method.
- A trust region target value method for optimizing nondifferentiable Lagrangian duals of linear programs
- An improved subgradient method for constrained nondifferentiable optimization
- scientific article; zbMATH DE number 3868523
Lagrangian relaxationnondifferentiable optimizationlevel algorithmvariable target value method (VTVM)
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Methods of descent for nondifferentiable optimization
- Title not available (Why is that?)
- Proximity control in bundle methods for convex nondifferentiable minimization
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- Validation of subgradient optimization
- Survey of Bundle Methods for Nonsmooth Optimization
- An Algorithm for Constrained Optimization with Semismooth Functions
- The volume algorithm: Producing primal solutions with a subgradient method
- Convergence of a simple subgradient level method
- Minimization of unsmooth functionals
- A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems
- On the choice of step size in subgradient optimization
- A variable target value method for nondifferentiable optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variable target value subgradient method
- Dual formulations and subgradient optimization strategies for linear programming relaxations of mixed-integer programs
- On embedding the volume algorithm in a variable target value method.
- Limited memory space dilation and reduction algorithms
- A modified subgradient algorithm for Lagrangean relaxation
Cited In (12)
- RLT: A unified approach for discrete and continuous nonconvex optimization
- Enhancing Lagrangian dual optimization for linear programs by obviating nondifferentiability
- On embedding the volume algorithm in a variable target value method.
- A trust region target value method for optimizing nondifferentiable Lagrangian duals of linear programs
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
- Integrated production and logistics planning: contract manufacturing and choice of air/surface transportation
- An infeasible-point subgradient method using adaptive approximate projections
- Dynamic Lagrangian dual and reduced RLT constructs for solving \(0-1\) mixed-integer programs
- Solving Euclidean distance multifacility location problems using conjugate subgradient and line-search methods
- Solving basis pursuit: heuristic optimality check and solver comparison
- An unpaired pickup and delivery problem with time dependent assignment costs: application in air cargo transportation
- A variable target value method for nondifferentiable optimization
Uses Software
This page was built for publication: Convergence and computational analyses for some variable target value and subgradient deflection methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q853561)