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Globalizing Stabilized Sequential Quadratic Programming Method by Smooth Primal-Dual Exact Penalty Function.
Alexey F. Izmailov
Mikhail V. Solodov
E. I. Uskov
Published in:
J. Optim. Theory Appl. (2016)
Keyphrases
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penalty function
sequential quadratic programming
constrained optimization
primal dual
objective function
support vector machine
convergence rate
linear program
convex optimization
lower bound
pairwise