A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization.
Zhong JinPublished in: J. Appl. Math. (2013)
Keyphrases
- constrained optimization
- line search
- globally convergent
- objective function
- quadratic programming
- cost function
- convergence rate
- step size
- augmented lagrangian
- penalty function
- dynamic programming
- support vector machine
- optimization algorithm
- maximum likelihood estimation
- global convergence
- multi objective
- genetic algorithm