Inexact subgradient methods over nonlinearly constrained networks

نویسنده

  • E. Mijangos
چکیده

The minimization of nonlinearly constrained network flow problems can be performed by using approximate subgradient methods. The idea is to solve this kind of problem by means of primal-dual methods, given that the minimization of nonlinear network flow problems can be efficiently done by exploiting the network structure. In this work it is proposed to solve the dual problem by using 2subgradient methods, as the dual function is estimated by minimizing approximately a Lagrangian function, which includes the side constraints (non-network constraints) and is subject only to network constraints. Some well-known subgradient methods are modified in order to be used as 2-subgradient methods and the convergence properties of these new methods are analyzed. Numerical results appear very promising and effective for this kind of problems.

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تاریخ انتشار 2008