An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter.
Claudia A. SagastizábalMikhail V. SolodovPublished in: SIAM J. Optim. (2005)
Keyphrases
- constrained optimization
- penalty function
- penalty functions
- unconstrained optimization
- objective function
- constrained optimization problems
- inequality constraints
- constraint handling
- lagrange multiplier method
- cost function
- augmented lagrangian
- search space
- neural network
- optimization algorithm
- denoising
- search methods
- optimization methods
- probabilistic model
- saddle point