SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization.
Philip E. GillWalter MurrayMichael A. SaundersPublished in: SIAM Rev. (2005)
Keyphrases
- constrained optimization
- objective function
- optimization algorithm
- cost function
- dynamic programming
- probabilistic model
- optimal solution
- computational complexity
- evolutionary algorithm
- k means
- unconstrained optimization
- augmented lagrangian
- penalty function
- constrained optimization problems
- sequential quadratic programming
- constraint handling
- levenberg marquardt
- expectation maximization
- linear programming
- simulated annealing