A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization.
Wei WangShaoli HuaJunjie TangPublished in: J. Appl. Math. (2013)
Keyphrases
- constrained optimization
- gradient projection
- objective function
- constrained optimization problems
- dynamic programming
- optimization algorithm
- linear programming
- particle swarm optimization
- search space
- expectation maximization
- cost function
- k means
- simulated annealing
- probabilistic model
- lagrange multipliers
- convergence analysis
- stationary points
- lagrange multiplier method