An Effective Line Search for the Subgradient Method
Fri, 03/16/2007 - 16:43 — admin
| Publication Type | Journal Article |
| Year of Publication | 2005 |
| Authors | Beltran C.; F.-Javier Heredia |
| Journal Title | Journal of Optimization Theory and Applications |
| Volume | 125 |
| Issue | 1 |
| Pages | 19 |
| Start Page | 1 |
| ISSN Number | 0022-3239 |
| Key Words | lagrangian relaxation; generalized unit commitment; radar subgradient method; research; paper |
| Abstract | One 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. |
| URL | Click Here |
| DOI | 10.1007/s10957-004-1708-4 |
| Export | Tagged XML BibTex |
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