A Linear Constrained Optimization Benchmark For Probabilistic Search Algorithms: The Rotated Klee-Minty Problem.
Michael HellwigHans-Georg BeyerPublished in: CoRR (2018)
Keyphrases
- constrained optimization
- search algorithm
- simplex method
- closed form solutions
- objective function
- constrained optimization problems
- constraint handling
- penalty function
- unconstrained optimization
- augmented lagrangian
- bayesian networks
- linear programming
- lagrange multipliers
- probabilistic model
- interval analysis
- search methods
- penalty functions
- primal dual
- linear systems
- semi parametric
- optimization problems
- stationary points