A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences.
Roberto AndreaniJosé Mario MartínezBenar Fux SvaiterPublished in: SIAM J. Optim. (2010)
Keyphrases
- constrained optimization
- constrained optimization problems
- objective function
- sufficient conditions
- penalty function
- inequality constraints
- constraint handling
- unconstrained optimization
- interval analysis
- penalty functions
- optimal solution
- augmented lagrangian
- genetic algorithm
- lagrange multipliers
- semi parametric