An RQP algorithm using a differentiable exact penalty function for inequality constrained problems.
Gianni Di PilloFrancisco FacchineiLuigi GrippoPublished in: Math. Program. (1992)
Keyphrases
- objective function
- constrained problems
- penalty function
- constrained optimization
- computational complexity
- worst case
- penalty functions
- convergence rate
- optimization algorithm
- expectation maximization
- simulated annealing
- dynamic programming
- cost function
- maximum likelihood
- linear programming
- constraint satisfaction
- particle swarm optimization algorithm
- search space
- lower bound
- neural network