Search Results - subject:"Subgradient"

Minimizing functions with bounded variation of subgradients

NESTEROV, Yu. - Center for Operations Research and Econometrics (CORE), … - 2005

function rather than for their uniform magnitude. In this paper we develop a new class of efficient primal-dual subgradient …

Persistent link: https://www.econbiz.de/10005043014

Primal-dual subgradient methods for convex problems

NESTEROV, Yu. - Center for Operations Research and Econometrics (CORE), … - 2005

In this paper we present a new approach for constructing subgradient schemes for different types of nonsmooth problems … feasible set. We present the variants of subgradient schemes for nonsmooth convex minimization, minimax problems, saddle point …

Persistent link: https://www.econbiz.de/10005043237

Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions

Tang, Chun-ming; Jian, Jin-bao - In: European Journal of Operational Research 218 (2012) 1, pp. 28-37

optimization problems whose objective functions are not necessarily differentiable. The algorithm combines the subgradient …

Persistent link: https://www.econbiz.de/10011052810

Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

Escudero, L.; Garín, M.; Pérez, G.; Unzueta, A. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 347-374

Persistent link: https://www.econbiz.de/10010995369

Near‐optimal heuristics and managerial insights for the storage constrained, inbound inventory routing problem

Natarajarathinam, Malini; Stacey, Jennifer; Sox, Charles - In: International Journal of Physical Distribution & … 42 (2012) 2, pp. 152-173

Purpose – The purpose of this paper is to develop efficient heuristics for determining the route design and inventory management of inbound parts which are delivered for manufacturing, assembly, or distribution operations and for which there is limited storage space. The shipment frequencies...

Persistent link: https://www.econbiz.de/10014793879

Tangency portfolios in the LP solvable portfolio selection models

Keykhaei, Reza; Jahandideh, Mohamad Taghi - In: RAIRO / Operations research 46 (2012) 2, pp. 149-158

Persistent link: https://www.econbiz.de/10010222525

A genetic algorithm extended modified sub-gradient algorithm for cell formation problem with alternative routings /Feristah Ozcelik and Tugba Saraç

Ozcelik, Feristah; Saraç, Tugba - In: International journal of production research 50 (2012) 15, pp. 4025-4037

Persistent link: https://www.econbiz.de/10009621303

A new hybrid approach for nonconvex economic dispatch problem with valve-point effect

Yaşar, Celal; Özyön, Serdar - In: Energy 36 (2011) 10, pp. 5838-5845

subgradient (MSG) and harmony search (HS) algorithms. This approach (MSG-HS) is applied in three different lossy test systems …

Persistent link: https://www.econbiz.de/10011053212

An inexact modified subgradient algorithm for nonconvex optimization

Burachik, Regina; Kaya, C.; Mammadov, Musa - In: Computational Optimization and Applications 45 (2010) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10008624705

A primal dual modified subgradient algorithm with sharp Lagrangian

Burachik, Regina; Iusem, Alfredo; Melo, Jefferson - In: Journal of Global Optimization 46 (2010) 3, pp. 347-361

Persistent link: https://www.econbiz.de/10008636328