Journal of Optimization Theory and Applications

, Volume 125, Issue 1, pp 1-18

First online:

An Effective Line Search for the Subgradient Method

  • C. BeltranAffiliated withResearcher, Logilab, HEC, University of Geneva
  • , F. J. HerediaAffiliated withProfessor, Department of Statistics and Operations Research, Polytechnical University of Catalonia

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One of the main drawbacks of the subgradient method is the tuning process to determine the sequence of steplengths. In this paper, the radar subgradient method, a heuristic method designed to compute a tuning-free subgradient steplength, is geometrically motivated and algebraically deduced. The unit commitment problem, which arises in the electrical engineering field, is used to compare the performance of the subgradient method with the new radar subgradient method.


Lagrangian relaxation multiplier updating subgradient method radar unit commitment