A filter secant method with nonmonotone line search for equality constrained optimization.
Chao GuDetong ZhuPublished in: J. Syst. Sci. Complex. (2010)
Keyphrases
- constrained optimization
- line search
- objective function
- cost function
- probabilistic model
- computational complexity
- neural network
- model selection
- penalty function
- optimization method
- dynamic programming
- support vector machine
- step size
- pairwise
- conjugate gradient
- search algorithm
- augmented lagrangian
- unconstrained optimization