A subgradient method with non-monotone line search.
Orizon Pereira FerreiraGeovani Nunes GrapigliaE. M. SantosJ. C. O. SouzaPublished in: Comput. Optim. Appl. (2023)
Keyphrases
- line search
- subgradient method
- objective function
- optimization problems
- step size
- global convergence
- quadratic programming
- lagrangian relaxation
- conjugate gradient
- linear program
- upper bound
- convergence rate
- primal dual
- risk minimization
- global optimum
- optimization methods
- lower bound
- optimal solution
- convergence speed
- feasible solution
- cost function
- multi objective
- evolutionary algorithm
- neural network
- knapsack problem
- linear programming
- np hard
- search algorithm