An Effective Line Search for the Subgradient Method

Publication TypeJournal Article
Year of Publication2005
AuthorsBeltran C.; F.-Javier Heredia
Journal TitleJournal of Optimization Theory and Applications
Start Page1
ISSN Number0022-3239
Key Wordslagrangian relaxation; generalized unit commitment; radar subgradient method; research; paper
AbstractOne of the main drawbacks of the subgradient method is the tuning process to determine the sequence of steplengths. In this paper, the radar subgradient method, a heuristic method designed to compute a tuning-free subgradient steplength, is geometrically motivated and algebraically deduced. The unit commitment problem, which arises in the electrical engineering field, is used to compare the performance of the subgradient method with the new radar subgradient method.
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