A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization.
Xinwei LiuYaxiang YuanPublished in: SIAM J. Optim. (2011)
Keyphrases
- constrained optimization
- penalty function
- sequential quadratic programming
- objective function
- constrained optimization problems
- unconstrained optimization
- constraint handling
- inequality constraints
- cost function
- lagrange multiplier method
- parameter estimation
- dynamic programming
- reinforcement learning
- augmented lagrangian
- penalty functions
- particle swarm optimization
- maximum likelihood
- iterative methods