Algorithm 813: SPG - Software for Convex-Constrained Optimization.
Ernesto G. BirginJosé Mario MartínezMarcos RaydanPublished in: ACM Trans. Math. Softw. (2001)
Keyphrases
- constrained optimization
- augmented lagrangian
- objective function
- optimization algorithm
- dynamic programming
- penalty function
- optimal solution
- search space
- cost function
- unconstrained optimization
- constrained optimization problems
- evolutionary strategy
- iterative algorithms
- levenberg marquardt
- convergence rate
- stationary points
- optimization method
- inequality constraints
- trust region
- computational complexity