On embedding the volume algorithm in a variable target value method |
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| Authors: | Hanif D Sherali Churlzu Lim |
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| Institution: | Grado Department of Industrial and Systems Engineering, Mail Code 0118, Virginia Polytechnic Institute and State University, 302 Whittemore Hall, Blacksburg, VA 24061, USA |
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| Abstract: | We employ the volume algorithm as a subgradient deflection strategy in a variable target value method for solving nondifferentiable optimization problems. Focusing on Lagrangian duals for LPs, we exhibit primal nonconvergence of the original method, establish convergence of the proposed algorithm in the dual space, and present related computational results. |
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| Keywords: | Nondifferentiable optimization Lagrangian relaxation Variable target value method Volume algorithm |
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