An effective line search for the subgradient method

Beltran, C; Heredia, F.-Javier (Francisco Javier)

doi:10.1007/s10957-004-1708-4

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Beltran, C

Heredia, F.-Javier (Francisco Javier)

Document typeArticle

Defense date2005-04

Rights accessRestricted access - publisher's policy

Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 3.0 Spain

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.

CitationBeltran, 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.

URIhttp://hdl.handle.net/2117/14709

DOI10.1007/s10957-004-1708-4

ISSN0022-3239

Publisher versionhttp://www.springerlink.com/content/w6241v2364312j00

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An effective line search for the subgradient method

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