Extended Active Constraints in Linear Optimization with Applications.
Miguel A. GobernaMarco A. LópezMaxim I. TodorovPublished in: SIAM J. Optim. (2003)
Keyphrases
- constrained optimization
- linear constraints
- mathematical program
- quadratic programming
- constraint satisfaction
- optimization algorithm
- chance constraints
- optimization process
- global constraints
- optimization problems
- active databases
- optimization method
- penalty function
- optimization criteria
- linear inequalities
- global optimization
- nonlinear programming
- np hard optimization problems
- mathematical programming
- closed form
- highly non linear
- budget constraints
- stochastic gradient
- equality constraints
- quadratic program
- discrete optimization
- constraint programming
- mixed integer
- multiple objectives