Continuous Subgradient Method

2020 ◽  
pp. 173-241
Author(s):  
Alexander J. Zaslavski
Keyword(s):  
Subgradient Method

An interior-point based subgradient method for nondifferentiable convex optimization

1998 ◽  
Vol 10 (2) ◽  
pp. 197-215
Author(s):  
J. B. G. Frenk ◽  
J. F. Sturm ◽  
S. Zhang
Keyword(s):  
Convex Optimization ◽  
Interior Point ◽  
Subgradient Method

scholarly journals Lagrangian Relaxation for an Inventory Location Problem with Periodic Inventory Control and Stochastic Capacity Constraints

2018 ◽  
Vol 2018 ◽  
pp. 1-27 ◽  
Author(s):  
Claudio Araya-Sassi ◽  
Pablo A. Miranda ◽  
Germán Paredes-Belmar
Keyword(s):  
Inventory Control ◽  
Lagrangian Relaxation ◽  
Location Problem ◽  
Subgradient Method ◽  
Capacity Constraints ◽  
Mixed Integer ◽  
Total System ◽  
Periodic Review ◽  
Decomposition Approach ◽  
Stochastic Capacity

We studied a joint inventory location problem assuming a periodic review for inventory control. A single plant supplies a set of products to multiple warehouses and they serve a set of customers or retailers. The problem consists in determining which potential warehouses should be opened and which retailers should be served by the selected warehouses as well as their reorder points and order sizes while minimizing the total costs. The problem is a Mixed Integer Nonlinear Programming (MINLP) model, which is nonconvex in terms of stochastic capacity constraints and the objective function. We propose a solution approach based on a Lagrangian relaxation and the subgradient method. The decomposition approach considers the relaxation of different sets of constraints, including customer assignment, warehouse demand, and variance constraints. In addition, we develop a Lagrangian heuristic to determine a feasible solution at each iteration of the subgradient method. The proposed Lagrangian relaxation algorithm provides low duality gaps and near-optimal solutions with competitive computational times. It also shows significant impacts of the selected inventory control policy into total system costs and network configuration, when it is compared with different review period values.

scholarly journals An Interior Projected-Like Subgradient Method for Mixed Variational Inequalities

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Guo-ji Tang ◽  
Xing Wang
Keyword(s):  
Variational Inequality ◽  
Variational Inequalities ◽  
Subgradient Method ◽  
Mixed Variational Inequality ◽  
Convergence Estimate ◽  
Finite Dimensional ◽  
Mixed Variational Inequalities

An interior projected-like subgradient method for mixed variational inequalities is proposed in finite dimensional spaces, which is based on using non-Euclidean projection-like operator. Under suitable assumptions, we prove that the sequence generated by the proposed method converges to a solution of the mixed variational inequality. Moreover, we give the convergence estimate of the method. The results presented in this paper generalize some recent results given in the literatures.

Sign in / Sign up

Export Citation Format

Share Document