Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang.
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Universiti Malaysia Perlis (UniMAP)
2010
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my.unimap-102562010-11-23T01:55:58Z Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules Appalasamy, Sashirekha Pasupuleti, Jagadeesh sashirekha@uniten.edu.my Lagrangian dual function Surrogate subgradient Step size Regional Conference on Applied and Engineering Mathematics (RCAEM) 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. Lagrangian relaxation dual function is a technique commonly used to optimize non-convex problems. The difficulty in obtaining a solution method for the dual function is normally due to the function’s non-differentiable characteristic. The most common technique used for these cases is the subgradient-based method. A number of modified subgradients techniques were created in the past decade. In this paper an analysis is carried out on one of the modified technique known as the surrogate subgradient technique(SSG). The analysis is done to investigate the effect of five different step size rules onto the convergence of the dual function. Graphical analysis were carried out to validate and illustrate the convergence. 2010-11-23T01:55:58Z 2010-11-23T01:55:58Z 2010-06-02 Working Paper Vol.1(34), p.191-196 http://hdl.handle.net/123456789/10256 en Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 Universiti Malaysia Perlis (UniMAP) Institut Matematik Kejuruteraan |
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English |
| topic |
Lagrangian dual function Surrogate subgradient Step size Regional Conference on Applied and Engineering Mathematics (RCAEM) |
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Lagrangian dual function Surrogate subgradient Step size Regional Conference on Applied and Engineering Mathematics (RCAEM) Appalasamy, Sashirekha Pasupuleti, Jagadeesh Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules |
| description |
1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. |
| author2 |
sashirekha@uniten.edu.my |
| author_facet |
sashirekha@uniten.edu.my Appalasamy, Sashirekha Pasupuleti, Jagadeesh |
| format |
Working Paper |
| author |
Appalasamy, Sashirekha Pasupuleti, Jagadeesh |
| author_sort |
Appalasamy, Sashirekha |
| title |
Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules |
| title_short |
Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules |
| title_full |
Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules |
| title_fullStr |
Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules |
| title_full_unstemmed |
Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules |
| title_sort |
lagrangian dual function solved with surrogate subgradient method: an analysis of step size rules |
| publisher |
Universiti Malaysia Perlis (UniMAP) |
| publishDate |
2010 |
| url |
http://dspace.unimap.edu.my/xmlui/handle/123456789/10256 |
| _version_ |
1643789780482260992 |
| score |
13.222552 |