Skip to main content
. Author manuscript; available in PMC: 2023 Mar 1.
Published in final edited form as: Optim Lett. 2021 Jun 4;16(2):497–514. doi: 10.1007/s11590-021-01759-4

Table 2.

Subgradient method parameters for solving NPER

n iteration number
z¯ Current best upper bound
z_ Current best lower bound
λihn,νj,h,hn 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
Γλihn,Γνj,h,hn subgradients for the Lagrange multipliers λih and νj,h,h, respectively, for iteration n
Γ˜λihn,Γ˜νj,h,hn 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