Sensitivity Analysis for Cone-Constrained Optimization Problems Under the Relaxed Constraint Qualifications.
Aram V. ArutyunovAlexey F. IzmailovPublished in: Math. Oper. Res. (2005)
Keyphrases
- sensitivity analysis
- constrained optimization problems
- penalty function
- constrained optimization
- equality constraints
- constraint handling
- optimization problems
- evolutionary algorithm
- differential evolution
- managerial insights
- decision variables
- augmented lagrangian
- fitness function
- genetic algorithm
- optimal solution
- influence diagrams
- genetic programming
- objective function
- crossover operator
- global convergence
- multi objective
- knapsack problem
- nonlinear programming
- optimization algorithm
- upper level
- particle swarm optimization