Dismiss
InnovationQ will be updated on Sunday, Oct. 22, from 10am ET - noon. You may experience brief service interruptions during that time.
Browse Prior Art Database

Weighted Direction Methods for the Subgradient Optimization Algorithm

IP.com Disclosure Number: IPCOM000084162D
Original Publication Date: 1975-Sep-01
Included in the Prior Art Database: 2005-Mar-02
Document File: 1 page(s) / 11K

Publishing Venue

IBM

Related People

Crowder, HP: AUTHOR

Abstract

A new procedure for defining the step directions in the subgradient optimization method improves the performance of the method, and makes it less sensitive to the choice of the heuristic step size sequence.

This text was extracted from a PDF file.
This is the abbreviated version, containing approximately 100% of the total text.

Page 1 of 1

Weighted Direction Methods for the Subgradient Optimization Algorithm

A new procedure for defining the step directions in the subgradient optimization method improves the performance of the method, and makes it less sensitive to the choice of the heuristic step size sequence.

The subgradient method [2] solves large linear programming problems with special structure which can be cast in the form:

(Image Omitted)

(Image Omitted)

[1] H. Crowder, "Computational Improvements for Subgradient Optimization", RC 4907, 1974. [2] M. Held, P. Wolfe, and H. P. Crowder, "Validation of Subgradient Optimization", Mathematical Programming 6 (1974) 62-88.

1