A one-dimensional local tuning algorithm for solving GO problems with partially defined constraints.
Yaroslav D. SergeyevDmitri E. KvasovFalah M. H. KhalafPublished in: Optim. Lett. (2007)
Keyphrases
- constrained problems
- convex quadratic programming
- linear programming problems
- benchmark problems
- combinatorial optimization
- learning algorithm
- quadratic optimization problems
- detection algorithm
- linear programming
- cost function
- lagrange multipliers
- optimization problems
- partial solutions
- expectation maximization
- gradient projection
- search space
- iterative algorithms
- computational complexity
- optimal solution
- parameter tuning
- multiple constraints
- combinatorial optimisation
- convergence rate
- linear program
- objective function
- simulated annealing
- tuning parameters
- exact solution
- optimization criteria
- genetic algorithm
- integer program
- quadratic programming
- primal dual
- dynamic programming
- column generation
- constrained optimization
- parameter settings
- multi objective
- np hard
- probabilistic model