A Linear Constrained Optimization Benchmark for Probabilistic Search Algorithms: The Rotated Klee-Minty Problem.
Michael HellwigHans-Georg BeyerPublished in: TPNC (2018)
Keyphrases
- constrained optimization
- search algorithm
- simplex method
- constrained optimization problems
- closed form solutions
- constraint handling
- unconstrained optimization
- penalty function
- objective function
- lagrange multipliers
- interval analysis
- semi parametric
- equality constraints
- augmented lagrangian
- inequality constraints
- penalty functions
- linear programming
- linear systems
- stationary points
- linear program
- image reconstruction
- probabilistic model
- multi objective