| Autor: |
Regina Burachik, Rafail Gasimov, Nergiz Ismayilova, C. Kaya |
| Zdroj: |
Journal of Global Optimization; Jan2006, Vol. 34 Issue 1, p55-78, 24p |
| Abstrakt: |
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. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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