A Bundle Method in Distributed Lagrangian Relaxation Protocol
نویسندگان
چکیده
منابع مشابه
Adaptive price update in distributed Lagrangian relaxation protocol
Distributed Lagrangian Relaxation Protocol (DisLRP) has been proposed to solve a distributed combinatorial maximization problem called the Generalized Mutual Assignment Problem (GMAP). In DisLRP, when updating Lagrange multipliers (prices) of goods, the agents basically control their step length, which determines the degree of update, by a static rule. A merit of this updating rule is that sinc...
متن کاملA Parallel Bundle Method for Asynchronous Subspace Optimization in Lagrangian Relaxation
An algorithmic approach is proposed for exploiting parallelization possibilities in large scale optimization models of the following generic type. Objects change their state over time subject to a limited availability of common resources. These are modeled by linear coupling constraints and result in few objects competing for the same resource at each point in time. In a kind of asynchronous pa...
متن کاملLagrangian Relaxation Method for the Step fixed-charge Transportation Problem
In this paper, a step fixed charge transportation problem is developed where the products are sent from the sources to the destinations in existence of both unit and step fixed-charges. The proposed model determines the amount of products in the existing routes with the aim of minimizing the total cost (sum of unit and step fixed-charges) to satisfy the demand of each customer. As the problem i...
متن کاملNew Bundle Methods for Solving Lagrangian Relaxation Dual Problems
Bundle methods have been used frequently to solve nonsmooth optimization problems. In these methods, subgradient directions from past iterations are accumulated in a bundle, and a trial direction is obtained by performing quadratic programming based on the information contained in the bundle. A line search is then performed along the trial direction, generating a serious step if the function va...
متن کاملA Line Search Method In Lagrangian Relaxation Algorithms
The Lagrangian relaxation strategy (or dualization) is one of the most important methodologies of optimization for solving structured large-scale mathematical programming problems. The line search procedure is very often encountered in solving the dual problem by using some ascent algorithm, such as a bundle algorithm, or an interior point algorithm, etc.. The existing line search methods, for ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the Japanese Society for Artificial Intelligence
سال: 2016
ISSN: 1346-0714,1346-8030
DOI: 10.1527/tjsai.c-f75