A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds.
Andrew R. ConnNicholas I. M. GouldPhilippe L. TointPublished in: Math. Comput. (1997)
Keyphrases
- globally convergent
- learning algorithm
- inequality constraints
- optimal solution
- constrained optimization
- optimization algorithm
- objective function
- global convergence
- worst case
- cost function
- special case
- newton method
- upper bound
- convex hull
- computational complexity
- dynamic programming
- back propagation
- optimization method
- hybrid algorithm
- mixed integer
- quadratic programming
- search space
- nonlinear programming
- line search
- lower bound