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Conditional subgradient optimization -- Theory and applications

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  • Larsson, Torbjorn
  • Patriksson, Michael
  • Stromberg, Ann-Brith

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  • Larsson, Torbjorn & Patriksson, Michael & Stromberg, Ann-Brith, 1996. "Conditional subgradient optimization -- Theory and applications," European Journal of Operational Research, Elsevier, vol. 88(2), pages 382-403, January.
    • Handle: RePEc:eee:ejores:v:88:y:1996:i:2:p:382-403
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    References listed on IDEAS

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    1. Marshall L. Fisher, 1981. "The Lagrangian Relaxation Method for Solving Integer Programming Problems," Management Science, INFORMS, vol. 27(1), pages 1-18, January.
    2. Tamarit Goerlich, JoseManuel, 1988. "Improving feasible directions for a class of nondifferentiable functions," European Journal of Operational Research, Elsevier, vol. 34(1), pages 99-104, February.
    3. Jeff Kennington & Mohamed Shalaby, 1977. "An Effective Subgradient Procedure for Minimal Cost Multicommodity Flow Problems," Management Science, INFORMS, vol. 23(9), pages 994-1004, May.
    4. Marshall L. Fisher, 1985. "An Applications Oriented Guide to Lagrangian Relaxation," Interfaces, INFORMS, vol. 15(2), pages 10-21, April.
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    Cited by:

    1. Lorena, Luiz Antonio N. & Goncalves Narciso, Marcelo, 2002. "Using logical surrogate information in Lagrangean relaxation: An application to symmetric traveling salesman problems," European Journal of Operational Research, Elsevier, vol. 138(3), pages 473-483, May.
    2. Narciso, Marcelo G. & Lorena, Luiz Antonio N., 1999. "Lagrangean/surrogate relaxation for generalized assignment problems," European Journal of Operational Research, Elsevier, vol. 114(1), pages 165-177, April.
    3. Maingé, Paul-Emile, 2014. "A viscosity method with no spectral radius requirements for the split common fixed point problem," European Journal of Operational Research, Elsevier, vol. 235(1), pages 17-27.
    4. Lisa Göransson & Caroline Granfeldt & Ann-Brith Strömberg, 2021. "Management of Wind Power Variations in Electricity System Investment Models," SN Operations Research Forum, Springer, vol. 2(2), pages 1-30, June.
    5. Li, Hongyan & Hendry, Linda & Teunter, Ruud, 2009. "A strategic capacity allocation model for a complex supply chain: Formulation and solution approach comparison," International Journal of Production Economics, Elsevier, vol. 121(2), pages 505-518, October.
    6. Larsson, Torbjorn & Patriksson, Michael & Stromberg, Ann-Brith, 2003. "On the convergence of conditional [var epsilon]-subgradient methods for convex programs and convex-concave saddle-point problems," European Journal of Operational Research, Elsevier, vol. 151(3), pages 461-473, December.
    7. Hishinuma, Kazuhiro & Iiduka, Hideaki, 2020. "Fixed point quasiconvex subgradient method," European Journal of Operational Research, Elsevier, vol. 282(2), pages 428-437.
    8. Dirk Lorenz & Marc Pfetsch & Andreas Tillmann, 2014. "An infeasible-point subgradient method using adaptive approximate projections," Computational Optimization and Applications, Springer, vol. 57(2), pages 271-306, March.
    9. Yaohua Hu & Carisa Kwok Wai Yu & Xiaoqi Yang, 2019. "Incremental quasi-subgradient methods for minimizing the sum of quasi-convex functions," Journal of Global Optimization, Springer, vol. 75(4), pages 1003-1028, December.
    10. Patriksson, Michael, 2008. "A survey on the continuous nonlinear resource allocation problem," European Journal of Operational Research, Elsevier, vol. 185(1), pages 1-46, February.
    11. K. C. Kiwiel, 1998. "Subgradient Method with Entropic Projections for Convex Nondifferentiable Minimization," Journal of Optimization Theory and Applications, Springer, vol. 96(1), pages 159-173, January.
    12. Fei Han & Jian Wang & Lingli Huang & Yan Li & Liu He, 2023. "Modeling Impacts of Implementation Policies of Tradable Credit Schemes on Traffic Congestion in the Context of Traveler’s Cognitive Illusion," Sustainability, MDPI, vol. 15(15), pages 1-18, July.
    13. Yaohua Hu & Jiawen Li & Carisa Kwok Wai Yu, 2020. "Convergence rates of subgradient methods for quasi-convex optimization problems," Computational Optimization and Applications, Springer, vol. 77(1), pages 183-212, September.
    14. Noriyoshi Sukegawa & Yoshitsugu Yamamoto & Liyuan Zhang, 2013. "Lagrangian relaxation and pegging test for the clique partitioning problem," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(4), pages 363-391, December.
    15. Torbjörn Larsson & Michael Patriksson, 2006. "Global Optimality Conditions for Discrete and Nonconvex Optimization---With Applications to Lagrangian Heuristics and Column Generation," Operations Research, INFORMS, vol. 54(3), pages 436-453, June.
    16. Hu, Yaohua & Yang, Xiaoqi & Sim, Chee-Khian, 2015. "Inexact subgradient methods for quasi-convex optimization problems," European Journal of Operational Research, Elsevier, vol. 240(2), pages 315-327.

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