A primal-dual trust region algorithm for nonlinear optimization.
E. Michael GertzPhilip E. GillPublished in: Math. Program. (2004)
Keyphrases
- primal dual
- nonlinear optimization
- trust region
- unconstrained optimization
- convergence rate
- line search
- linear programming
- optimal solution
- optimization algorithm
- optimization method
- semidefinite programming
- computational complexity
- dynamic programming
- approximation algorithms
- np hard
- cost function
- objective function
- particle swarm optimization
- constrained optimization
- multi objective