A stochastic primal-dual algorithm for composite constrained optimization.
Enbing SuZhihuan HuWei XieLi LiWeidong ZhangPublished in: Neurocomputing (2024)
Keyphrases
- constrained optimization
- objective function
- constrained optimization problems
- constraint handling
- penalty function
- augmented lagrangian
- unconstrained optimization
- interval analysis
- lagrange multipliers
- inequality constraints
- evolutionary algorithm
- closed form solutions
- evolutionary strategy
- iterative methods
- stationary points