An algorithm for solving linearly constrained optimization problems.
Roger FletcherPublished in: Math. Program. (1972)
Keyphrases
- constrained optimization problems
- dynamic programming
- learning algorithm
- np hard
- optimization algorithm
- cost function
- computational complexity
- neural network
- computational efficiency
- lower bound
- search space
- search algorithm
- objective function
- search strategy
- solution space
- solution quality
- global optimum
- constrained optimization
- decomposition algorithm
- optimal solution