拉格朗日松弛法-1.pptVIP

Outline Deep into SG algorithm。 Solve parallel machine scheduling using L-G method Simulation analysis Deep into SG method Widely used in non-differentiable optimization; Min f(x) illustration for dual problems Steps of SG Step1:选一个初始拉格朗日乘子如 ＝0,t=1; Step2：对于 从中任选一个次梯度 ；若 ＝0则达到了最优解而停止计算；否则， t=t+1,重复STEP2； Illustration of SG Gama Lemma1：when Lemma2： and for all k, then Halve the dual gap Illustration for gama upper lower description Basic parallel machine scheduling Formulation problem formulation Why using LG method Good primal sequenc