Results 151 to 160 of about 1,615 (176)

Lagrangian Relaxation via Ballstep Subgradient Methods

open access: yesMathematics of Operations Research, 2007
We exhibit useful properties of ballstep subgradient methods for convex optimization using level controls for estimating the optimal value. Augmented with simple averaging schemes, they asymptotically find objective and constraint subgradients involved ...
Krzysztof C Kiwiel   +2 more
exaly   +2 more sources

Convergence Analysis of Deflected Conditional Approximate Subgradient Methods [PDF]

open access: yesSIAM Journal on Optimization, 2009
Subgradient methods for nondifferentiable optimization benefit from deflection, i.e., defining the search direction as a combination of the previous direction and the current subgradient.
Antonio Frangioni
exaly   +2 more sources

Incremental Subgradient Methods for Nondifferentiable Optimization

SIAM Journal on Optimization, 2001
Angelia Nedic, Dimitri P Bertsekas
exaly  

Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods

SIAM Journal on Optimization, 2009
Angelia Nedic, Asuman Ozdaglar
exaly  

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