A survey of various tactics for generating Lagrangian multipliers in the context of Lagrangian duality |
| |
| Authors: | Mokhtar S Bazaraa Jamie J Goode |
| |
| Institution: | School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA, U.S.A.;School of Mathematics, Georgia Institute of Technology, Atlanta, GA, U.S.A. |
| |
| Abstract: | This study concerns itself with Lagrangian duality for continuous and discrete mathematical programming problems. Properties of the dual function, including subdifferentiability, differentiability, ascent, and steepest ascent directions are discussed. We show the relationship between directions of steepest ascent and shortest subgradients under different normalization constraints. We then discuss various strategies for generating and updating the Lagrangian multiplier vectors in the course of dual optimization. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
