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: | Kim Sehun, Ahn Hyunsil |
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.