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An effective line search for the subgradient method

Author
Beltran, C.; Heredia, F.-Javier
Type of activity
Journal article
Journal
Journal of optimization theory and applications
Date of publication
2005-04
Volume
125
Number
1
First page
1
Last page
18
DOI
https://doi.org/10.1007/s10957-004-1708-4 Open in new window
Repository
http://hdl.handle.net/2117/14709 Open in new window
URL
http://www.springerlink.com/content/w6241v2364312j00 Open in new window
Abstract
One of the main drawbacks of the subgradient method is the tuning process to determine the sequence of steplengths. In this paper, the radar subgradient method, a heuristic method designed to compute a tuning-free subgradient steplength, is geometrically motivated and algebraically deduced. The unit commitment problem, which arises in the electrical engineering field, is used to compare the performance of the subgradient method with the new radar subgradient method.
Citation
Beltran, C.; Heredia, F.-Javier. An effective line search for the subgradient method. "Journal of optimization theory and applications", Abril 2005, vol. 125, núm. 1, p. 1-18.
Group of research
GNOM - Mathematical Optimization Group

Participants