A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization.
Jin-Bao JianRan QuanWei-xin ChengPublished in: Comput. Math. Appl. (2009)
Keyphrases
- constrained optimization
- active set
- inequality constraints
- efficient implementation
- linear programming
- learning algorithm
- objective function
- interior point methods
- nonnegative matrix factorization
- computational complexity
- expectation maximization
- dynamic programming
- decomposition algorithm
- pairwise
- probabilistic model
- np hard
- particle swarm optimization
- optimal solution
- primal dual
- worst case
- quadratic programming
- support vector machine
- feature selection