SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization.

Philip E. Gill Walter Murray Michael A. Saunders

Published in: SIAM J. Optim. (2002)

Keyphrases

constrained optimization
objective function
np hard
dynamic programming
optimization algorithm
cost function
augmented lagrangian
neural network
constraint handling
linear programming
constrained optimization problems
optimal solution
search space
multi objective
penalty function
inequality constraints