共查询到20条相似文献,搜索用时 15 毫秒
1.
Convergence of a simple subgradient level method 总被引:1,自引:0,他引:1
Received December 3, 1996 / Revised version received January 29, 1998 Published online October 21, 1998 相似文献
2.
Margaréta Halická 《Mathematical Programming》1999,84(2):335-355
Received October 15, 1996 / Revised version received January 28, 1998 Published online October 21, 1998 相似文献
3.
Received May 28, 1996 / Revised version received May 1, 1998 Published online October 9, 1998 相似文献
4.
Received June 6, 1995 / Revised version received May 26, 1998 Published online October 9, 1998 相似文献
5.
Jörg Fliege 《Mathematical Programming》1999,84(2):435-438
Received September 3, 1997 / Revised version received March 20, 1998 Published online October 9, 1998 相似文献
6.
Sample-path solution of stochastic variational inequalities 总被引:2,自引:0,他引:2
Received July 30, 1997 / Revised version received June 4, 1998 Published online October 21, 1998 相似文献
7.
Received August 29, 1996 / Revised version received May 1, 1998 Published online October 21, 1998 相似文献
8.
Received June 10, 1996 / Revised version received May 20, 1997 Published online October 21, 1998 相似文献
9.
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints 总被引:2,自引:0,他引:2
Received January 24, 1996 / Revised version received December 24, 1997 Published online October 21, 1998 相似文献
10.
Received February 10, 1997 / Revised version received June 6, 1998 Published online October 9, 1998 相似文献
11.
Approximating quadratic programming with bound and quadratic constraints 总被引:27,自引:3,他引:24
Yinyu Ye 《Mathematical Programming》1999,84(2):219-226
Received May 20, 1997 / Revised version received March 9, 1998 Published online October 9, 1998 相似文献
12.
Asymptotic constraint qualifications and global error bounds for convex inequalities 总被引:2,自引:0,他引:2
Received October 26, 1996 / Revised version received October 1, 1997 Published online October 9, 1998 相似文献
13.
Krzysztof C. Kiwiel 《Mathematical Programming》2001,90(1):1-25
We study a general subgradient projection method for minimizing a quasiconvex objective subject to a convex set constraint
in a Hilbert space. Our setting is very general: the objective is only upper semicontinuous on its domain, which need not
be open, and various subdifferentials may be used. We extend previous results by proving convergence in objective values and
to the generalized solution set for classical stepsizes t
k
→0, ∑t
k
=∞, and weak or strong convergence of the iterates to a solution for {t
k
}∈ℓ2∖ℓ1 under mild regularity conditions. For bounded constraint sets and suitable stepsizes, the method finds ε-solutions with an
efficiency estimate of O(ε-2), thus being optimal in the sense of Nemirovskii.
Received: October 4, 1998 / Accepted: July 24, 2000?Published online January 17, 2001 相似文献
14.
Received May 15, 1995 / Revised version received May 20, 1998 Published online October 21, 1998 相似文献
15.
Received December 10, 1994 / Revised version received April 29, 1998 Published online October 21, 1998 相似文献
16.
Lagrangean dualization and subgradient optimization techniques are frequently used within the field of computational optimization
for finding approximate solutions to large, structured optimization problems. The dual subgradient scheme does not automatically
produce primal feasible solutions; there is an abundance of techniques for computing such solutions (via penalty functions,
tangential approximation schemes, or the solution of auxiliary primal programs), all of which require a fair amount of computational
effort.
We consider a subgradient optimization scheme applied to a Lagrangean dual formulation of a convex program, and construct,
at minor cost, an ergodic sequence of subproblem solutions which converges to the primal solution set. Numerical experiments
performed on a traffic equilibrium assignment problem under road pricing show that the computation of the ergodic sequence
results in a considerable improvement in the quality of the primal solutions obtained, compared to those generated in the
basic subgradient scheme.
Received February 11, 1997 / Revised version received June 19, 1998?Published online June 28, 1999 相似文献
17.
We present an extension to the subgradient algorithm to produce primal as well as dual solutions. It can be seen as a fast
way to carry out an approximation of Dantzig-Wolfe decomposition. This gives a fast method for producing approximations for
large scale linear programs. It is based on a new theorem in linear programming duality. We present successful experience
with linear programs coming from set partitioning, set covering, max-cut and plant location.
Received: June 15, 1998 / Accepted: November 15, 1999?Published online March 15, 2000 相似文献
18.
Received December 14, 1995 / Revised version received May 7, 1998 Published online October 21, 1998 相似文献
19.
H. Xu 《Mathematical Programming》1999,84(2):401-420
n to Rm. Under the assumption of semi-smoothness of the mapping, we prove that the approximation can be obtained through the Clarke
generalized Jacobian, Ioffe-Ralph generalized Jacobian, B-subdifferential and their approximations. As an application, we
propose a generalized Newton’s method based on the point-based set-valued approximation for solving nonsmooth equations. We
show that the proposed method converges locally superlinearly without the assumption of semi-smoothness. Finally we include
some well-known generalized Newton’s methods in our method and consolidate the convergence results of these methods.
Received October 2, 1995 / Revised version received May 5, 1998 Published online October 9, 1998 相似文献
20.
Francisco A. M. Gomes María Cristina Maciel José Mario Martínez 《Mathematical Programming》1999,84(1):161-200
The strategy for obtaining global convergence is based on the trust region approach. The merit function is a type of augmented
Lagrangian. A new updating scheme is introduced for the penalty parameter, by means of which monotone increase is not necessary.
Global convergence results are proved and numerical experiments are presented.
Received May 31, 1995 / Revised version received December 12, 1997 Published online October 21, 1998 相似文献