A Sharp Lagrange Multiplier Rule for Nonsmooth Mathematical Programming Problems Involving Equality Constraints.
X. WangVaithilingam JeyakumarPublished in: SIAM J. Optim. (2000)
Keyphrases
- mathematical programming
- problems involving
- equality constraints
- lagrange multipliers
- linear programming
- nonlinear programming
- constrained optimization problems
- constrained optimization
- linear program
- optimization problems
- objective function
- inequality constraints
- combinatorial optimization
- linear constraints
- penalty function
- decomposition algorithm
- cost function
- optimality conditions
- optimal solution
- complex valued
- rate distortion
- multiple objectives
- metaheuristic
- quadratic programming
- stationary points
- mixed integer
- np hard
- interior point methods
- primal dual
- quadratic program