Modeling approaches for addressing unrelaxable bound constraints with unconstrained optimization methods.
Jeffrey LarsonMisha PadidarStefan M. WildPublished in: Optim. Lett. (2023)
Keyphrases
- optimization methods
- optimization method
- simulated annealing
- optimization problems
- unconstrained optimization
- constrained optimization
- upper bound
- lower bound
- efficient optimization
- evolution strategy
- optimization approaches
- stochastic methods
- worst case
- particle swarm
- global convergence
- gradient method
- inverse problems
- portfolio optimization
- quasi newton
- constrained minimization
- continuous optimization
- neural network
- direct optimization
- stage stochastic programs
- convex relaxation
- recognition rate
- search space