Local Convergence Analysis of a Primal-Dual Method for Bound-Constrained Optimization Without SOSC.
Paul ArmandNgoc Nguyen TranPublished in: J. Optim. Theory Appl. (2021)
Keyphrases
- constrained optimization
- convergence analysis
- objective function
- dynamic programming
- primal dual
- linear programming
- optimization algorithm
- optimization method
- inequality constraints
- augmented lagrangian
- linear programming problems
- constrained optimization problems
- penalty function
- linear program
- optimization problems
- upper bound
- support vector machine
- evolutionary algorithm