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Convergence properties of the modified subgradient method of camerini et al

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  • Sehun Kim
  • Hyunsil Ahn

Abstract

In this article we provide a lower bound on the improvement of the Euclidean distance to an optimal solution in the modified subgradient method of Camerini et al. This is a stronger convergence property than that originally derived by those authors. Furthermore, this lower bound is shown to be strictly better than that of the standard subgradient method. This result may partially explain the successful computational improvement of the modified subgradient method.

Suggested Citation

  • Sehun Kim & Hyunsil Ahn, 1990. "Convergence properties of the modified subgradient method of camerini et al," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(6), pages 961-966, December.
    • Handle: RePEc:wly:navres:v:37:y:1990:i:6:p:961-966
    DOI: 10.1002/1520-6750(199012)37:63.0.CO;2-T
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