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An effective line search for the subgradient method
| dc.contributor.author | Beltran, C |
| dc.contributor.author | Heredia, F.-Javier (Francisco Javier) |
| dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa |
| dc.date.accessioned | 2012-01-20T13:10:28Z |
| dc.date.available | 2012-01-20T13:10:28Z |
| dc.date.created | 2005-04 |
| dc.date.issued | 2005-04 |
| dc.identifier.citation | Beltran, 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. |
| dc.identifier.issn | 0022-3239 |
| dc.identifier.uri | http://hdl.handle.net/2117/14709 |
| dc.description.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. |
| dc.format.extent | 18 p. |
| dc.language.iso | eng |
| dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
| dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Equacions diferencials i integrals::Sistemes dinàmics |
| dc.subject.lcsh | Hamiltonian systems |
| dc.title | An effective line search for the subgradient method |
| dc.type | Article |
| dc.subject.lemac | Sistemes dinàmics |
| dc.contributor.group | Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització |
| dc.identifier.doi | 10.1007/s10957-004-1708-4 |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | 37J Finite-dimensional Hamiltonian, Lagrangian, contact, and nonholonomic systems |
| dc.relation.publisherversion | http://www.springerlink.com/content/w6241v2364312j00 |
| dc.rights.access | Restricted access - publisher's policy |
| local.identifier.drac | 800315 |
| dc.description.version | Postprint (published version) |
| local.citation.author | Beltran, C.; Heredia, F.-Javier |
| local.citation.publicationName | Journal of optimization theory and applications |
| local.citation.volume | 125 |
| local.citation.number | 1 |
| local.citation.startingPage | 1 |
| local.citation.endingPage | 18 |
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