Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity.
Francisco FacchineiVyacheslav KungurtsevLorenzo LamparielloGesualdo ScutariPublished in: Math. Oper. Res. (2021)
Keyphrases
- constrained optimization
- objective function
- lagrange multipliers
- constrained optimization problems
- stationary points
- constraint handling
- unconstrained optimization
- augmented lagrangian
- penalty function
- optimization problems
- global optimization
- global optimum
- interval analysis
- inequality constraints
- closed form solutions
- multi objective
- evolutionary algorithm
- convex optimization
- penalty functions
- optimal solution
- line search
- computational complexity