A variant of the constant step rule for approximate subgradient methods over nonlinear networks

Authors:
Eugenio Mijangos
Affiliations:
Department of Applied Mathematics and Statistics, and Operations Research, University of the Basque Country, Bilbao, Spain
Venue:
ICCSA'06 Proceedings of the 2006 international conference on Computational Science and Its Applications - Volume Part III
Year:
2006

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Abstract

The efficiency of the network flow techniques can be exploited in the solution of nonlinearly constrained network flow problems (NCNFP) by means of approximate subgradient methods (ASM). We propose to solve the dual problem by an ASM that uses a variant of the well-known constant step rule of Shor. In this work the kind of convergence of this method is analyzed and its efficiency is compared with that of other approximate subgradient methods over NCNFP.