| Article ID: | iaor20051084 |
| Country: | Netherlands |
| Volume: | 32 |
| Issue: | 5 |
| Start Page Number: | 455 |
| End Page Number: | 462 |
| Publication Date: | Sep 2004 |
| Journal: | Operations Research Letters |
| Authors: | Sherali Hanif D., Lim Churlzu |
| Keywords: | lagrange multipliers |
We employ the volume algorithm as a subgradient deflection strategy in a variable target value method for solving nondifferentiable optimization problems. Focusing on Lagrangian duals for linear programs, we exhibit primal nonconvergence of the original method, establish convergence of the proposed algorithm in the dual space, and present related computational results.