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Raport Badawczy = Research Report ; RB/76/2002
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
26 pages ; 21 cm ; Bibliography p. 23-25
The paper addresses the useful properties of ballstep subgradient methods for convex optimization that use level controls for estimating the optimal value. Augmented with simple averaging schemes, they asymptotically find objective and constraint subgradients involved in optimality conditions. When applied to Lagrangian relaxation of convex programs, theyfind both primal and dual solutions, and have practicable stopping criteria. Up till now, similar results have only been known for proximal bundle methods, and for subgradient methods with divergent series stepsizes, whose convergence can be słow. Encouraging numerical results arepresented for large-scale nonlinear multicommodity network flow problems.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 19, 2021
Sep 17, 2020
277
https://rcin.org.pl./publication/174870
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