Approximate Subgradient Methods for Lagrangian Relaxations on Networks

  • Eugenio Mijangos
Part of the IFIP Advances in Information and Communication Technology book series (IFIPAICT, volume 312)

Abstract

Nonlinear network flow problems with linear/nonlinear side con- straints can be solved by means of Lagrangian relaxations. The dual problem is the maximization of a dual function whose value is estimated by minimizing approximately a Lagrangian function on the set defined by the network constraints. We study alternative stepsizes in the approximate subgradient methods to solve the dual problem. Some basic convergence results are put forward. Moreover, we compare the quality of the computed solutions and the efficiency of these methods.

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Copyright information

© IFIP International Federation for Information Processing 2009

Authors and Affiliations

  • Eugenio Mijangos
    • 1
  1. 1.Department of Applied Mathematics, Statistics and Operations ResearchUniversity of the Basque CountrySpain

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