On Bellman's principle with inequality constraints.
Edwin K. P. ChongScott A. MillerJason AdaskaPublished in: Oper. Res. Lett. (2012)
Keyphrases
- inequality constraints
- convex quadratic
- nonlinear programming
- constrained optimization
- interior point methods
- linear program
- equality constraints
- optimality conditions
- linear programming
- constrained problems
- least squares
- optimization algorithm
- convex optimization
- pointwise
- semidefinite programming
- constrained optimization problems