Documents Sub Gradients

L. Vandenberghe EE236C (Spring 2013-14) 4. Subgradients • definition • subgradient calculus • duality and optimality conditions • directional derivative 4-1 Basic…

Documents 4.4 Geometry and solution of Lagrangean duals

Chapter 2 Methods to enhance formulations 4.4 Geometry and solution of Lagrangean duals Solving Lagrangean dual: ZD = max   0 Z() Z() = min kK (c’xk + ’(b-Axk))…