On a Modified Subgradient Algorithm for Dual Problems via Sharp Augmented Lagrangian*
نویسندگان
چکیده
منابع مشابه
On a Modified Subgradient Algorithm for Dual Problems via Sharp Augmented Lagrangian
We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the step-size parameters, we...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2006
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-005-3270-5