On solving the Lagrangian dual of integer programs via an incremental approach |
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Authors: | Manlio Gaudioso Giovanni Giallombardo Giovanna Miglionico |
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Institution: | 1.Dipartimento di Elettronica Informatica e Sistemistica,Università della Calabria,Rende,Italy |
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Abstract: | The Lagrangian dual of an integer program can be formulated as a min-max problem where the objective function is convex, piecewise
affine and, hence, nonsmooth. It is usually tackled by means of subgradient algorithms, or multiplier adjustment techniques,
or even more sophisticated nonsmooth optimization methods such as bundle-type algorithms.
Recently a new approach to solving unconstrained convex finite min-max problems has been proposed, which has the nice property
of working almost independently of the exact evaluation of the objective function at every iterate-point. |
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Keywords: | |
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