A quasi-Newton interior point method for semi-infinite programming.
A. Ismael F. VazEdite M. G. P. FernandesM. Paula S. F. GomesPublished in: Optim. Methods Softw. (2003)
Keyphrases
- interior point methods
- quasi newton
- superlinear convergence
- optimality conditions
- newton method
- convex optimization
- nonlinear programming
- linear programming
- linear programming problems
- linear program
- semidefinite programming
- primal dual
- optimization methods
- quadratic programming
- optimization method
- step size
- convergence analysis
- computationally intensive
- solving problems
- linear systems
- machine learning
- lower level
- special case
- differential evolution
- cost function
- optimal solution