Comments on “Surrogate Gradient Algorithm for Lagrangian Relaxation”

This note presents not only a surrogate subgradient method, but also a framework of surrogate subgradient methods. Furthermore, the framework can be used not only for separable problems, but also for coupled subproblems. The note delineates such a framework and shows that the algorithm can converges...

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Vydáno v:	Journal of optimization theory and applications Ročník 137; číslo 3; s. 691 - 697
Hlavní autor:	Chang, T. S.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Boston Springer US 01.06.2008 Springer Springer Nature B.V
Témata:	Algorithms Applications of Mathematics Applied sciences Calculus of Variations and Optimal Control; Optimization Engineering Exact sciences and technology Integer programming Lagrange multiplier Mathematical programming Mathematics Mathematics and Statistics Operational research and scientific management Operational research. Management science Operations Research/Decision Theory Optimization Optimization techniques Studies Technical Note Theory of Computation Surrogate subgradient method Nondifferentiable optimization Lagrangian relaxation Subgradient method Lagrange multiplier Subgradient optimization Non differentiable programming Relaxation method Lagrangian method Search algorithm Lagrangian relaxation, Surrogate subgradient method
ISSN:	0022-3239, 1573-2878
On-line přístup:	Získat plný text
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