A sequential quadratic programming algorithm for equality-constrained optimization without derivatives.
Anke TröltzschPublished in: Optim. Lett. (2016)
Keyphrases
- constrained optimization
- objective function
- k means
- computational complexity
- augmented lagrangian
- learning algorithm
- cost function
- dynamic programming
- optimization algorithm
- sequential quadratic programming
- neural network
- penalty functions
- expectation maximization
- search space
- optimization method
- convergence rate
- probabilistic model
- negative matrix factorization
- penalty function
- lagrange multipliers
- constrained optimization problems
- np hard
- optimal solution