A quadratically-convergent fixed-point algorithm for economic equilibria and linearly constrained optimization.
Michael J. ToddPublished in: Math. Program. (1980)
Keyphrases
- constrained optimization
- fixed point
- objective function
- stationary points
- dynamic programming
- cost function
- learning algorithm
- particle swarm optimization
- lagrange multipliers
- unconstrained optimization
- fixed point theorem
- sufficient conditions
- evolutionary algorithm
- differential equations
- search space
- long run
- constrained optimization problems