An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming.
Alfred AuslenderPublished in: SIAM J. Optim. (2015)
Keyphrases
- nonlinear programming
- semidefinite programming
- inequality constraints
- optimization problems
- linear programming
- optimality conditions
- objective function
- cost function
- pairwise
- interior point methods
- learning algorithm
- stationary points
- computational complexity
- primal dual
- quadratic programming
- kernel matrix
- high dimensional
- variational inequalities
- integer programming
- linear program
- model selection
- evolutionary algorithm
- special case
- support vector machine
- dynamic programming