Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules

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.

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Main Author:	Appalasamy, Sashirekha
Other Authors:	Sashirekha@uniten.edu.my
Format:	Working Paper
Language:	English
Published:	Universiti Malaysia Perlis (UniMAP) 2010
Subjects:	Lagrangean dual function Surrogate subgradient Step size Regional Conference on Applied and Engineering Mathematics (RCAEM)
Online Access:	http://dspace.unimap.edu.my/xmlui/handle/123456789/10289
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Institution:	Universiti Malaysia Perlis
Language:	English

id	my.unimap-10289
record_format	dspace
spelling	my.unimap-102892010-11-24T09:28:14Z Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules Appalasamy, Sashirekha Sashirekha@uniten.edu.my Lagrangean dual function Surrogate subgradient Step size Regional Conference on Applied and Engineering Mathematics (RCAEM) 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. 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. 2010-11-24T09:28:14Z 2010-11-24T09:28:14Z 2010-06-02 Working Paper Vol.3(16), p.345-350 http://hdl.handle.net/123456789/10289 en Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 Universiti Malaysia Perlis (UniMAP) Institut Matematik Kejuruteraan
institution	Universiti Malaysia Perlis
building	UniMAP Library
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Malaysia Perlis
content_source	UniMAP Library Digital Repository
url_provider	http://dspace.unimap.edu.my/
language	English
topic	Lagrangean dual function Surrogate subgradient Step size Regional Conference on Applied and Engineering Mathematics (RCAEM)
spellingShingle	Lagrangean dual function Surrogate subgradient Step size Regional Conference on Applied and Engineering Mathematics (RCAEM) Appalasamy, Sashirekha Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
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.
author2	Sashirekha@uniten.edu.my
author_facet	Sashirekha@uniten.edu.my Appalasamy, Sashirekha
format	Working Paper
author	Appalasamy, Sashirekha
author_sort	Appalasamy, Sashirekha
title	Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
title_short	Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
title_full	Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
title_fullStr	Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
title_full_unstemmed	Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules
title_sort	lagrangian dual function solved with surrogate subgradient method: an analysis of step size rules
publisher	Universiti Malaysia Perlis (UniMAP)
publishDate	2010
url	http://dspace.unimap.edu.my/xmlui/handle/123456789/10289
_version_	1643789803046567936

Lagrangian dual function solved with surrogate subgradient method: An analysis of step size rules

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