Comments on “Surrogate Gradient Algorithm for Lagrangian Relaxation”

T. S. Chang ()
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T. S. Chang: University of California

Journal of Optimization Theory and Applications, 2008, vol. 137, issue 3, No 13, 697 pages

Abstract: Abstract This note presents not only a surrogate subgradient method, but also a framework of surrogate subgradient methods. Furthermore, the framework can be used not only for separable problems, but also for coupled subproblems. The note delineates such a framework and shows that the algorithm can converges for a larger stepsize.

Keywords: Nondifferentiable optimization; Lagrangian relaxation; Surrogate subgradient method; Subgradient method (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-007-9349-z

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