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Please use this identifier to cite or link to this item: http://dspace.unimap.edu.my:80/dspace/handle/123456789/10289

Title: Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
Authors: Appalasamy, Sashirekha
???metadata.dc.contributor.url???: Sashirekha@uniten.edu.my
Keywords: Lagrangean dual function;Surrogate subgradient;Step size;Regional Conference on Applied and Engineering Mathematics (RCAEM)
Issue Date: 2-Jun-2010
Publisher: Universiti Malaysia Perlis (UniMAP)
???metadata.dc.publisher.department???: Institut Matematik Kejuruteraan
Citation: Vol.3(16), p.345-350
Series/Report no.: Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010
Abstract: Lagrangian relaxation dual function is a technique commonly used to optimize non-convex problems. The difficulty in obtaining a solution method for the dual function is normally due to the function’s non-differentiable characteristic. The most common technique used for these cases is the subgradient-based method. A number of modified subgradients techniques were created in the past decade. In this paper an analysis is carried out on one of the modified technique known as the surrogate subgradient technique(SSG). The analysis is done to investigate the effect of four different step size rules onto the convergence of the dual function. Graphical analysis were carried out to validate and illustrate the convergence.
Description: 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang.
URI: http://hdl.handle.net/123456789/10289
Appears in Collections:Conference Papers

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