메뉴 건너뛰기




Volumn 45, Issue 1, 2010, Pages 1-24

An inexact modified subgradient algorithm for nonconvex optimization

Author keywords

Bang bang control; Inexact minimization; Modified subgradient method; Nonconvex optimization; Nonsmooth optimization; Sharp augmented Lagrangian

Indexed keywords

AUGMENTED LAGRANGIANS; BANG-BANG CONTROL; MODIFIED SUBGRADIENT METHOD; NONCONVEX OPTIMIZATION; NONSMOOTH OPTIMIZATION;

EID: 77249134734     PISSN: 09266003     EISSN: 15732894     Source Type: Journal    
DOI: 10.1007/s10589-008-9168-7     Document Type: Article
Times cited : (28)

References (25)
  • 1
    • 0019599611 scopus 로고
    • On the choice of step size in subgradient optimization
    • DOI 10.1016/0377-2217(81)90096-5
    • M.S. Bazaraa H.D. Sherali 1981 On the choice of step sizes in subgradient optimization Eur. J. Oper. Res. 7 380 388 0454.90056 10.1016/0377-2217(81) 90096-5 625407 (Pubitemid 12465882)
    • (1981) European Journal of Operational Research , vol.7 , Issue.4 , pp. 380-388
    • Bazaraa Mokhtar, S.1    Sherali Hanif, D.2
  • 3
    • 0029183763 scopus 로고
    • A generalized subgradient method with relaxation step
    • 10.1007/BF01585999
    • U. Brännlund 1995 A generalized subgradient method with relaxation step Math. Program. 71 207 219 10.1007/BF01585999
    • (1995) Math. Program. , vol.71 , pp. 207-219
    • Brännlund, U.1
  • 4
    • 29144490009 scopus 로고    scopus 로고
    • On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
    • 1098.90091 10.1007/s10898-005-3270-5 2196850
    • R.S. Burachik R.N. Gasimov N.A. Ismayilova C.Y. Kaya 2006 On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian J. Glob. Optim. 34 1 55 78 1098.90091 10.1007/s10898-005-3270-5 2196850
    • (2006) J. Glob. Optim. , vol.34 , Issue.1 , pp. 55-78
    • Burachik, R.S.1    Gasimov, R.N.2    Ismayilova, N.A.3    Kaya, C.Y.4
  • 5
    • 57249108749 scopus 로고    scopus 로고
    • An update rule and a convergence result for a penalty function method
    • 05234411 2329379
    • R.S. Burachik C.Y. Kaya 2007 An update rule and a convergence result for a penalty function method J. Ind. Manage. Optim. 3 2 381 398 05234411 2329379
    • (2007) J. Ind. Manage. Optim. , vol.3 , Issue.2 , pp. 381-398
    • Burachik, R.S.1    Kaya, C.Y.2
  • 6
    • 34848874471 scopus 로고    scopus 로고
    • On the absence of duality gap for Lagrange-type functions
    • 1135.90428 2127801
    • R.S. Burachik A.M. Rubinov 2005 On the absence of duality gap for Lagrange-type functions J. Ind. Manage. Optim. 1 1 33 38 1135.90428 2127801
    • (2005) J. Ind. Manage. Optim. , vol.1 , Issue.1 , pp. 33-38
    • Burachik, R.S.1    Rubinov, A.M.2
  • 8
    • 31244436918 scopus 로고    scopus 로고
    • Augmented lagrangian duality and nondifferentiable optimization methods in nonconvex programming
    • DOI 10.1023/A:1020261001771
    • R.N. Gasimov 2002 Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming J. Glob. Optim. 24 187 203 1047.90048 10.1023/A:1020261001771 1934027 (Pubitemid 35168548)
    • (2002) Journal of Global Optimization , vol.24 , Issue.2
    • Gasimov, R.N.1
  • 9
    • 77249094203 scopus 로고    scopus 로고
    • The modified subgradient method for equality constrained nonconvex optimization problems
    • L. Qi (eds) et al. Springer New York. 10.1007/0-387-24255-4-11
    • Gasimov, R.N., Ismayilova, N.A.: The modified subgradient method for equality constrained nonconvex optimization problems. In: Qi, L., et al. (eds.) Optimization and Control with Applications. Applied Optimization, vol. 96, pp. 257-270. Springer, New York (2005)
    • (2005) Optimization and Control with Applications Applied Optimization , Issue.96 , pp. 257-270
    • Gasimov, R.N.1    Ismayilova, N.A.2
  • 10
    • 0037727663 scopus 로고    scopus 로고
    • Computational method for time-optimal switching control
    • 1029.49029 10.1023/A:1023600422807 1990071
    • C.Y. Kaya J.L. Noakes 2003 Computational method for time-optimal switching control J. Optim. Theory Appl. 117 1 69 92 1029.49029 10.1023/A:1023600422807 1990071
    • (2003) J. Optim. Theory Appl. , vol.117 , Issue.1 , pp. 69-92
    • Kaya, C.Y.1    Noakes, J.L.2
  • 12
    • 4043072116 scopus 로고    scopus 로고
    • Convergence of approximate and incremental subgradient methods for convex optimization
    • DOI 10.1137/S1052623400376366
    • K. Kiwiel 2004 Convergence of approximate and incremental subgradient methods for convex optimization SIAM J. Optim. 14 3 807 840 1063.90039 10.1137/S1052623400376366 2085944 (Pubitemid 39073314)
    • (2004) SIAM Journal on Optimization , vol.14 , Issue.3 , pp. 807-840
    • Kiwiel, K.C.1
  • 13
    • 0032251894 scopus 로고    scopus 로고
    • Convergence properties of the Nelder-Mead simplex method in low dimensions
    • 1005.90056 10.1137/S1052623496303470 1662563
    • J.C. Lagarias J.A. Reeds M.H. Wright P.E. Wright 1998 Convergence properties of the Nelder-Mead simplex method in low dimensions SIAM J. Optim. 9 1 112 147 1005.90056 10.1137/S1052623496303470 1662563
    • (1998) SIAM J. Optim. , vol.9 , Issue.1 , pp. 112-147
    • Lagarias, J.C.1    Reeds, J.A.2    Wright, M.H.3    Wright, P.E.4
  • 14
    • 0032252855 scopus 로고    scopus 로고
    • Convergence of the Nelder-Mead simplex method to a nonstationary point
    • 0962.65049 10.1137/S1052623496303482 1662567
    • K.I.M. McKinnon 1998 Convergence of the Nelder-Mead simplex method to a nonstationary point SIAM J. Optim. 9 1 148 158 0962.65049 10.1137/ S1052623496303482 1662567
    • (1998) SIAM J. Optim. , vol.9 , Issue.1 , pp. 148-158
    • McKinnon, K.I.M.1
  • 15
    • 31144473684 scopus 로고    scopus 로고
    • Approximate subgradient methods for nonlinearly constrained network flow problems
    • DOI 10.1007/s10957-005-7563-0
    • E. Mijangos 2006 Approximate subgradient methods for nonlinearly constrained network flow problems J. Optim. Theory Appl. 128 1 167 190 1130.90051 10.1007/s10957-005-7563-0 2201894 (Pubitemid 43131669)
    • (2006) Journal of Optimization Theory and Applications , vol.128 , Issue.1 , pp. 167-190
    • Mijangos, E.1
  • 17
    • 0036342213 scopus 로고    scopus 로고
    • Incremental subgradient methods for nondifferentiable optimization
    • 0991.90099 10.1137/S1052623499362111 1870588
    • A. Nedić D.P. Bertsekas 2001 Incremental subgradient methods for nondifferentiable optimization SIAM J. Optim. 12 1 109 138 0991.90099 10.1137/S1052623499362111 1870588
    • (2001) SIAM J. Optim. , vol.12 , Issue.1 , pp. 109-138
    • Nedić, A.1    Bertsekas, D.P.2
  • 18
  • 19
    • 0002450802 scopus 로고
    • Minimization of unsmooth functionals
    • B.T. Polyak 1969 Minimization of unsmooth functionals Z. Vychisl. Mat. Mat. Fiz. 9 509 521
    • (1969) Z. Vychisl. Mat. Mat. Fiz. , vol.9 , pp. 509-521
    • Polyak, B.T.1
  • 21
    • 0034135343 scopus 로고    scopus 로고
    • Variable target value method for nondifferentiable optimization
    • DOI 10.1016/S0167-6377(99)00063-2
    • H.D. Sherali G. Choi C.H. Tuncbilek 2000 A variable target value method for nondifferentiable optimization Oper. Res. Lett. 26 1 8 0958.90091 10.1016/S0167-6377(99)00063-2 1738988 (Pubitemid 32212479)
    • (2000) Operations Research Letters , vol.26 , Issue.1 , pp. 1-8
    • Sherali, H.D.1    Choi, G.2    Tuncbilek, C.H.3
  • 23
    • 32544439193 scopus 로고    scopus 로고
    • The lagrangian globalization method for nonsmooth constrained equations
    • DOI 10.1007/s10589-005-5960-9
    • X. Tong L. Qi Y. Yang 2006 The Lagrangian globalization method for nonsmooth constrained equations Comput. Optim. Appl. 33 89 109 1103.90077 10.1007/s10589-005-5960-9 2209469 (Pubitemid 43234654)
    • (2006) Computational Optimization and Applications , vol.33 , Issue.1 , pp. 89-109
    • Tong, X.1    Qi, L.2    Yang, Y.-F.3
  • 24
    • 0242485170 scopus 로고    scopus 로고
    • Nonlinear Lagrange duality theorems and penalty function methods in continuous optimization
    • 1061.90107 10.1023/A:1026028626328
    • C.Y. Wang X.Q. Yang X.M. Yang 2003 Nonlinear Lagrange duality theorems and penalty function methods in continuous optimization J. Glob. Optim 27 473 484 1061.90107 10.1023/A:1026028626328
    • (2003) J. Glob. Optim , vol.27 , pp. 473-484
    • Wang, C.Y.1    Yang, X.Q.2    Yang, X.M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.