Convergence properties of the modified subgradient method of Camerini et al

Convergence properties of the modified subgradient method of Camerini et al

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Article ID: iaor1991721
Country: United States
Volume: 37
Issue: 6
Start Page Number: 961
End Page Number: 966
Publication Date: Dec 1990
Journal: Naval Research Logistics
Authors: ,
Abstract:

In this article the authors provide a lower bound on the improvement of the Euclidean distance to an optimal solution in the modified subgradient method of Camerini et al. This is a stronger convergence property than that originally derived by those authors. Furthermore, this lower bound is shown to be strictly better than that of the standard subgradient method. This result may partially explain the successful computational impovement of the modified subgradient method.

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