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An Improved Subgradiend Optimization Technique for Solving IPs with Lagrangean Relaxation
2013
Dhaka University Journal of Science
The objective of this paper is to improve the subgradient optimization method which is used to solve non-differentiable optimization problems in the Lagrangian dual problem. One of the main drawbacks of the subgradient method is the tuning process to determine the sequence of step-lengths to update successive iterates. In this paper, we propose a modified subgradient optimization method with various step size rules to compute a tuning-free subgradient step-length that is geometrically motivated
doi:10.3329/dujs.v61i2.17059
fatcat:vdkfh3o45nfjvmbgkhbrp5qlk4