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A bundle-filter method for nonsmooth convex constrained optimization.

Elizabeth W. KarasAdemir A. RibeiroClaudia A. SagastizábalMikhail V. Solodov
Published in: Math. Program. (2009)
Keyphrases
  • constrained optimization
  • objective function
  • inequality constraints
  • cost function
  • optimization algorithm
  • penalty function
  • constrained optimization problems
  • iterative methods
  • augmented lagrangian