Abstract
The efficiency of the network flow techniques can be exploited in the solution of nonlinearly constrained network flow problems (NCNFP) by means of approximate subgradient methods (ASM). We propose to solve the dual problem by an ASM that uses a variant of the well-known constant step rule of Shor. In this work the kind of convergence of this method is analyzed and its efficiency is compared with that of other approximate subgradient methods over NCNFP.
The research was partially supported by grant MCYT DPI 2005-09117-C02-01.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Bertsekas, D.P.: Nonlinear Programming, 2nd edn. Athena Scientific, Belmont (1999)
Brännlund, U.: On relaxation methods for nonsmooth convex optimization. Doctoral Thesis, Royal Institute of Technology, Stockholm, Sweden (1993)
Correa, R., Lemarechal, C.: Convergence of some algorithms for convex minimization. Mathematical Programming 62, 261–275 (1993)
DIMACS. The first DIMACS international algorithm implementation challenge: The bench-mark experiments. Technical Report, DIMACS, New Brunswick, NJ, USA (1991)
Goffin, J.L., Kiwiel, K.: Convergence of a simple subgradient level method. Mathematical Programming 85, 207–211 (1999)
Kiwiel, K.: Convergence of approximate and incremental subgradient methods for convex optimization. SIAM J. on Optimization 14(3), 807–840 (2004)
Mijangos, E.: An efficient method for nonlinearly constrained networks. European Journal of Operational Research 161(3), 618–635 (2005)
Mijangos, E.: Efficient dual methods for nonlinearly constrained networks. In: Gervasi, O., Gavrilova, M.L., Kumar, V., Laganá, A., Lee, H.P., Mun, Y., Taniar, D., Tan, C.J.K. (eds.) ICCSA 2005. LNCS, vol. 3483, pp. 477–487. Springer, Heidelberg (2005)
Mijangos, E.: Approximate subgradient methods for nonlinearly constrained network flow problems. Journal on Optimization Theory and Applications 128(1) (2006) (forthcoming)
Mijangos, E., Nabona, N.: The application of the multipliers method in nonlinear network flows with side constraints. Technical Report 96/10, Dept. of Statistics and Operations Research. Universitat Politècnica de Catalunya, 08028 Barcelona, Spain (1996), downloadable from website http://www.ehu.es/~mepmifee/
Nedić, A., Bertsekas, D.P.: Incremental subgradient methods for nondifferentiable optimization. SIAM Journal on Optimization 12(1), 109–138 (2001)
Poljak, B.T.: Minimization of unsmooth functionals. Z. Vyschisl. Mat. i Mat. Fiz. 9, 14–29 (1969)
Shor, N.Z.: Minimization methods for nondifferentiable functions. Springer, Heidelberg (1985)
Toint, P.L., Tuyttens, D.: On large scale nonlinear network optimization. Mathematical Programming 48, 125–159 (1990)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2006 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Mijangos, E. (2006). A Variant of the Constant Step Rule for Approximate Subgradient Methods over Nonlinear Networks. In: Gavrilova, M., et al. Computational Science and Its Applications - ICCSA 2006. ICCSA 2006. Lecture Notes in Computer Science, vol 3982. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11751595_80
Download citation
DOI: https://doi.org/10.1007/11751595_80
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-34075-1
Online ISBN: 978-3-540-34076-8
eBook Packages: Computer ScienceComputer Science (R0)