Accelerating the convergence of subgradient optimisation

Accelerating the convergence of subgradient optimisation

0.00 Avg rating0 Votes
Article ID: iaor20002395
Country: Netherlands
Volume: 117
Issue: 1
Start Page Number: 136
End Page Number: 144
Publication Date: Aug 1999
Journal: European Journal of Operational Research
Authors: ,
Abstract:

Subgradient optimisation is a popular method of finding a good set of multipliers for use in Lagrangean relaxation. Convergence is not necessarily monotonic, and it is generally observed that the lower bound obtained using subgradient optimisation fluctuates. A method of obtaining faster convergence is put forward here, with computational results for a class of generalised assignment problems and for capacitated warehouse location problems.

Reviews

Required fields are marked *. Your email address will not be published.