메뉴 건너뛰기




Volumn 58, Issue 5, 2009, Pages 535-560

The modified subgradient algorithm based on feasible values

Author keywords

F MSG algorithm; Global optimization; Modified subgradient algorithm; Non convex optimization; Sharp augmented Lagrangian

Indexed keywords


EID: 70449377593     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331930902928419     Document Type: Article
Times cited : (39)

References (14)
  • 1
    • 2042493209 scopus 로고    scopus 로고
    • On weak conjugacy, weak subdifferentials and duality with zero gap in non-convex optimization
    • A.Y. Azimov and R.N. Gasimov, On weak conjugacy, weak subdifferentials and duality with zero gap in non-convex optimization, Int. J. Appl. Math. 1 (1999), pp. 171-192.
    • (1999) Int. J. Appl. Math , vol.1 , pp. 171-192
    • Azimov, A.Y.1    Gasimov, R.N.2
  • 2
    • 26844565419 scopus 로고    scopus 로고
    • Stability and duality of non-convex problems via augmented Lagrangian
    • A.Y. Azimov and R.N. Gasimov, Stability and duality of non-convex problems via augmented Lagrangian, Cybernet. Syst. Anal. 38 (2002), pp. 412-421.
    • (2002) Cybernet. Syst. Anal , vol.38 , pp. 412-421
    • Azimov, A.Y.1    Gasimov, R.N.2
  • 3
    • 29144490009 scopus 로고    scopus 로고
    • On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
    • R.S. Burachik, R.N. Gasimov, N.A. Ismayilova, and C.Y. Kaya, On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian, J. Global Optim. 34 (2006), pp. 55-78.
    • (2006) J. Global Optim , vol.34 , pp. 55-78
    • Burachik, R.S.1    Gasimov, R.N.2    Ismayilova, N.A.3    Kaya, C.Y.4
  • 4
    • 0742319167 scopus 로고    scopus 로고
    • An MCDM approach to portfolio optimization
    • M. Ehrgott, K. Klamroth, and C. Schwehm, An MCDM approach to portfolio optimization, Eur. J. Oper. Res. 155 (2004), pp. 752-770.
    • (2004) Eur. J. Oper. Res , vol.155 , pp. 752-770
    • Ehrgott, M.1    Klamroth, K.2    Schwehm, C.3
  • 5
    • 84955099901 scopus 로고    scopus 로고
    • Multiobjective programming
    • J. Figueira, S. Greco, and M. Ehrgott, eds., Kluwer Academic Publishers, Boston
    • M. Ehrgott and M. Wiecek, Multiobjective programming, in Multicriteria Decision Analysis: State of the Art Surveys, J. Figueira, S. Greco, and M. Ehrgott, eds., Kluwer Academic Publishers, Boston, 2005, pp. 667-722.
    • (2005) Multicriteria Decision Analysis: State of the Art Surveys , pp. 667-722
    • Ehrgott, M.1    Wiecek, M.2
  • 7
    • 23044531009 scopus 로고    scopus 로고
    • Characterization of the Benson proper efficiency and scalarization in non-convex vector optimization
    • M. Koksalan and S. Zionts, eds., Lecture Notes in Economics and Mathematical Systems, 507, Springer-Verlag, Berlin Heidelberg
    • R.N. Gasimov, Characterization of the Benson proper efficiency and scalarization in non-convex vector optimization, in Multiple Criteria Decision Making in the New Millennium, M. Koksalan and S. Zionts, eds., Lecture Notes in Economics and Mathematical Systems, 507, Springer-Verlag, Berlin Heidelberg, 2001, pp. 189-198.
    • (2001) Multiple Criteria Decision Making in the New Millennium , pp. 189-198
    • Gasimov, R.N.1
  • 8
    • 31244436918 scopus 로고    scopus 로고
    • Augmented Lagrangian duality and nondifferentiable optimization methods in non-convex programming
    • R.N. Gasimov, Augmented Lagrangian duality and nondifferentiable optimization methods in non-convex programming, J. Global Optim. 24 (2002), pp. 187-203.
    • (2002) J. Global Optim , vol.24 , pp. 187-203
    • Gasimov, R.N.1
  • 9
    • 1542285815 scopus 로고    scopus 로고
    • On augmented Lagrangians for optimization problems with a single constraint
    • R.N. Gasimov and A.M. Rubinov, On augmented Lagrangians for optimization problems with a single constraint, J. Global Optim. 28 (2004), pp. 153-173.
    • (2004) J. Global Optim , vol.28 , pp. 153-173
    • Gasimov, R.N.1    Rubinov, A.M.2
  • 10
    • 57249088620 scopus 로고    scopus 로고
    • Solving the quadratic assignment problem using F-MSG algorithm
    • R.N. Gasimov and O. Ustun, Solving the quadratic assignment problem using F-MSG algorithm, J. Ind. Manag. Optim. 3 (2007), pp. 173-191.
    • (2007) J. Ind. Manag. Optim , vol.3 , pp. 173-191
    • Gasimov, R.N.1    Ustun, O.2
  • 11
    • 2942655185 scopus 로고    scopus 로고
    • Complete Search in Continuous Global Optimization and Constraint Satisfaction
    • A. Neumaier, Complete Search in Continuous Global Optimization and Constraint Satisfaction, Acta Numerica 13 (2004), pp. 271-369.
    • (2004) Acta Numerica , vol.13 , pp. 271-369
    • Neumaier, A.1
  • 13
    • 0037299766 scopus 로고    scopus 로고
    • Strictly increasing positively homogeneous functions with applications to exact penalization
    • A.M. Rubinov and R.N. Gasimov, Strictly increasing positively homogeneous functions with applications to exact penalization, Optimization 52 (2003), pp. 1-28.
    • (2003) Optimization , vol.52 , pp. 1-28
    • Rubinov, A.M.1    Gasimov, R.N.2
  • 14
    • 29144493734 scopus 로고    scopus 로고
    • Lagrange-type functions in constrained optimization
    • A.M. Rubinov, X.Q. Yang, A.M. Bagirov, and R.N. Gasimov, Lagrange-type functions in constrained optimization, J. Math. Sci. 115 (2003), pp. 2437-2505.
    • (2003) J. Math. Sci , vol.115 , pp. 2437-2505
    • Rubinov, A.M.1    Yang, X.Q.2    Bagirov, A.M.3    Gasimov, R.N.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.