Lim, Churlzu; Sherali, Hanif - In: Mathematical Methods of Operations Research 64 (2006) 1, pp. 33-53
In this paper, we design a new variable target value procedure, the trust region target value (TRTV) method, for optimizing nondifferentiable Lagrangian dual formulations of large-scale, ill-conditioned linear programming problems. Such problems typically arise in the context of Lagrangian...
