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Computational study of the step size parameter of the subgradient optimization method
Högskolan Dalarna, Akademin Industri och samhälle, Statistik.ORCID-id: 0000-0003-4212-8582
(engelsk)Manuskript (preprint) (Annet vitenskapelig)
Abstract [en]

The subgradient optimization method is a simple and flexible linear programming iterative algorithm. It is much simpler than Newton's method and can be applied to a wider variety of problems. It also converges when the objective function is non-differentiable. Since an efficient algorithm will not only produce a good solution but also take less computing time, we always prefer a simpler algorithm with high quality. In this study a series of step size parameters in the subgradient equation is studied. The performance is compared for a general piecewise function and a specific p-median problem. We examine how the quality of solution changes by setting five forms of step size parameter.

Emneord [en]
subgradient method; optimization; convex function; p-median
HSV kategori
Forskningsprogram
Komplexa system - mikrodataanalys
Identifikatorer
URN: urn:nbn:se:du-13186OAI: oai:DiVA.org:du-13186DiVA, id: diva2:658495
Tilgjengelig fra: 2013-10-22 Laget: 2013-10-22 Sist oppdatert: 2019-08-26bibliografisk kontrollert

Open Access i DiVA

Computational study of the step size parameter of the subgradient optimization method(557 kB)1496 nedlastinger
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