An Optimal Algorithm for Constrained Differentiable Convex Optimization.

Clóvis C. Gonzaga Elizabeth W. Karas Diane R. Rossetto

Published in: SIAM J. Optim. (2013)

Keyphrases

convex optimization
optimal solution
dynamic programming
learning algorithm
objective function
worst case
computational complexity
cost function
np hard
primal dual
linear programming
similarity measure
evolutionary algorithm
interior point methods
augmented lagrangian
dual formulation