Summary: | A new deflected subgradient algorithm is presented for computing a tighter lower bound of the dual problem. These bounds may be useful in nodes evaluation in a Branch and Bound algorithm to find the optimal solution of large-scale integer linear programming problems. The deflected direction search used in the present paper is a convex combination of the Modified Gradient Technique and the Average Direction Strategy. We identify the optimal convex combination parameter allowing the deflected subgradient vector direction to form a more acute angle with the best direction towards an optimal solution. The modified algorithm gives encouraging results for a selected symmetric travelling salesman problem (TSPs) instances taken from TSPLIB library. MSC: 90C26, 90C10, 90C27, 90C06, Keywords: Integer linear programming, Subgradient method, Nonsmooth optimization, Travelling salesman problem
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