liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Lagrangian relaxation via ballstep subgradient methods
Systems Research Institute, Warszawa.
Linköping University, The Institute of Technology. Linköping University, Department of Mathematics, Optimization .ORCID iD: 0000-0003-2094-7376
Linköping University, The Institute of Technology. Linköping University, Department of Mathematics, Optimization .
2007 (English)In: Mathematics of Operations Research, ISSN 0364-765X, E-ISSN 1526-5471, Vol. 32, no 3, 669-686 p.Article in journal (Refereed) Published
Abstract [en]

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 in optimality conditions. When applied to Lagrangian relaxation of convex programs, they find both primal and dual solutions, and have practicable stopping criteria. Up until now, similar results have only been known for proximal bundle methods, and for subgradient methods with divergent series stepsizes, whose convergence can be slow. Encouraging numerical results are presented for large-scale nonlinear multicommodity network flow problems. ©2007 INFORMS.

Place, publisher, year, edition, pages
2007. Vol. 32, no 3, 669-686 p.
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-40001DOI: 10.1287/moor.1070.0261Local ID: 51993OAI: oai:DiVA.org:liu-40001DiVA: diva2:260850
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2017-12-13

Open Access in DiVA

No full text

Other links

Publisher's full text

Authority records BETA

Larsson, TorbjörnLindberg, Per Olov

Search in DiVA

By author/editor
Larsson, TorbjörnLindberg, Per Olov
By organisation
The Institute of TechnologyOptimization
In the same journal
Mathematics of Operations Research
Mathematics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 376 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf