Table 2.
Subgradient method parameters for solving NPER
| n | iteration number |
| Current best upper bound | |
| Current best lower bound | |
| Lagrange multiplier values at iteration n | |
| θ1, θ2 | Step-size coefficient for Lagrange multipliers λih and νj,h,h′, respectively |
| t1, t2 | Step size for the Lagrange multipliers λih and νj,h,h′, respectively |
| subgradients for the Lagrange multipliers λih and νj,h,h′, respectively, for iteration n | |
| smoothed subgradients for the Lagrange multipliers λih and νj,h,h′, respectively, for iteration n | |
| σ | minimum duality gap termination criteria |
| σ n | duality gap in iteration n |
| ζ | exponential smoothing constant |
| N | maximum number of iterations termination criteria |