Nonlinear programming and nonsmooth optimization by successive linear programming.
Roger FletcherEduardo Sáinz de la MazaPublished in: Math. Program. (1989)
Keyphrases
- nonlinear programming
- linear programming
- variational inequalities
- optimality conditions
- mathematical programming
- optimization problems
- linear program
- bilevel programming
- equality and inequality constraints
- primal dual
- equality constraints
- sensitivity analysis
- linear constraints
- optimal solution
- exact algorithms
- semidefinite programming
- convex sets
- quadratic programming
- interior point methods
- dynamic programming
- np hard
- saddle point
- evolutionary algorithm
- objective function
- reinforcement learning
- column generation
- integer programming
- mathematical program