A primal-dual trust-region algorithm for non-convex nonlinear programming.
Andrew R. ConnNicholas I. M. GouldDominique OrbanPhilippe L. TointPublished in: Math. Program. (2000)
Keyphrases
- primal dual
- linear programming
- trust region
- nonlinear programming
- semidefinite programming
- learning algorithm
- convex optimization
- cost function
- convergence rate
- dynamic programming
- optimal solution
- line search
- search space
- computational complexity
- variational inequalities
- convex hull
- linear programming problems
- objective function
- global optimum
- linear program
- em algorithm
- expectation maximization
- np hard
- search algorithm
- approximation algorithms
- particle swarm optimization
- worst case