- Title
- On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
- Creator
- Burachik, Regina; Gasimov, Rafail; Ismayilova, Nergiz; Kaya, Yalcin
- Date
- 2006
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/33135
- Identifier
- vital:150
- Identifier
-
https://doi.org/10.1007/s10898-005-3270-5
- Identifier
- ISSN:0925-5001
- Abstract
- We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the step-size parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and an optimal control problem; C1
- Publisher
- Springer
- Relation
- Journal of Global Optimization Vol. 34, no. 1 (2006), p. 55-78
- Rights
- Copyright Springer
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0103 Numerical and Computational Mathematics; Optimisation; Augmented Lagrangian; Nonconvex programming; Nonsmooth optimisation; Sharp lagrangian; Subgradient optimisation
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