Search Results - subject:"Subgradient"

Inexact subgradient methods for quasi-convex optimization problems

Hu, Yaohua; Yang, Xiaoqi; Sim, Chee-Khian - In: European Journal of Operational Research 240 (2015) 2, pp. 315-327

In this paper, we consider a generic inexact subgradient algorithm to solve a nondifferentiable quasi … of the inexactness on the subgradient method when the constraint set is compact or the objective function has a set of … estimates of iterates and apply the inexact subgradient algorithm to solve the Cobb–Douglas production efficiency problem. The …

Persistent link: https://www.econbiz.de/10011097791

A trial-and-error congestion pricing scheme for networks with elastic demand and link capacity constraints

Zhou, Bojian; Bliemer, Michiel; Yang, Hai; He, Jie - In: Transportation Research Part B: Methodological 72 (2015) C, pp. 77-92

-level iteration method is proposed for solving the hybrid problem, in which the approximate subgradient projection method is used for …

Persistent link: https://www.econbiz.de/10011191167

Inexact subgradient methods for quasi-convex optimization problems

Hu, Yaohua; Yang, Xiaoqi; Sim, Chee-Khian - In: European journal of operational research : EJOR 240 (2015) 2, pp. 315-327

Persistent link: https://www.econbiz.de/10010486251

A convex hull algorithm for solving a location problem

Nguyen Kieu Linh; Le Dung Muu - In: RAIRO / Operations research 49 (2015) 3, pp. 589-600

Persistent link: https://www.econbiz.de/10011509412

Barrier subgradient method

NESTEROV, Y. - Center for Operations Research and Econometrics (CORE), … - 2008

In this paper we develop a new primal-dual subgradient method for nonsmooth convex optimization problems. This scheme …

Persistent link: https://www.econbiz.de/10005065359

The strategic berth template problem

Imai, Akio; Yamakawa, Yukiko; Huang, Kuancheng - In: Transportation Research Part E: Logistics and … 72 (2014) C, pp. 77-100

horizon. The BTPS employs the subgradient optimization procedure, which is an improved version of the procedure that the … subgradient procedure works well for the BTPS. …

Persistent link: https://www.econbiz.de/10011116993

Projected viscosity subgradient methods for variational inequalities with equilibrium problem constraints in Hilbert spaces

Vuong, Phan; Strodiot, Jean; Nguyen, Van - In: Journal of Global Optimization 59 (2014) 1, pp. 173-190

projected subgradient techniques. First a general scheme is proposed, and afterwards two practical realizations of it are …

Persistent link: https://www.econbiz.de/10010896406

A viscosity method with no spectral radius requirements for the split common fixed point problem

Maingé, Paul-Emile - In: European Journal of Operational Research 235 (2014) 1, pp. 17-27

This paper is concerned with an algorithmic solution to the split common fixed point problem in Hilbert spaces. Our method can be regarded as a variant of the “viscosity approximation method”. Under very classical assumptions, we establish a strong convergence theorem with regard to involved...

Persistent link: https://www.econbiz.de/10011052506

Interior Epigraph Directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality

Burachik, Regina; Freire, Wilhelm; Kaya, C. - In: Journal of Global Optimization 60 (2014) 3, pp. 501-529

. First, a deflected subgradient (DSG) direction is used to generate a linear approximation to the dual problem. Second, this …

Persistent link: https://www.econbiz.de/10010938217

An infeasible-point subgradient method using adaptive approximate projections

Lorenz, Dirk; Pfetsch, Marc; Tillmann, Andreas - In: Computational Optimization and Applications 57 (2014) 2, pp. 271-306

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up …

Persistent link: https://www.econbiz.de/10010998277