An inertia-free filter line-search algorithm for large-scale nonlinear programming.
Naiyuan ChiangVictor M. ZavalaPublished in: Comput. Optim. Appl. (2016)
Keyphrases
- nonlinear programming
- search algorithm
- linear programming
- variational inequalities
- optimization problems
- equality and inequality constraints
- linear constraints
- semidefinite programming
- branch and bound
- search space
- exact algorithms
- equality constraints
- mixed integer nonlinear programming
- heuristic search
- sensitivity analysis
- cost function
- special case
- linear program
- fixed point
- high dimensional
- objective function