An improved SQP algorithm for inequality constrained optimization.
Zhibin ZhuKecun ZhangJinbao JianPublished in: Math. Methods Oper. Res. (2003)
Keyphrases
- constrained optimization
- cost function
- optimization algorithm
- objective function
- constrained optimization problems
- augmented lagrangian
- dynamic programming
- np hard
- search space
- computational complexity
- search algorithm
- penalty function
- probabilistic model
- linear programming
- expectation maximization
- global optimum
- semidefinite programming
- optimal solution
- clustering algorithm