Raport Badawczy = Research Report ; RB/50/2005
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
19 pages ; 21 cm ; Bibliography p. 18-19
The paper presents 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, they find 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 slow. Encouraging numerical results are presented 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
96
https://rcin.org.pl/ibsys/publication/175130
Kiwiel, Krzysztof Larsson, Torbjörn Lindberg, Per
Kiwiel, Krzysztof
Kiwiel, Krzysztof
Kiwiel, Krzysztof Larsson, Torbjörn Lindberg, Per
Kiwiel, Krzysztof