A projected-search interior-point method for nonlinearly constrained optimization.
Philip E. GillMinxin ZhangPublished in: Comput. Optim. Appl. (2024)
Keyphrases
- constrained optimization
- inequality constraints
- interior point methods
- objective function
- linear program
- convex optimization
- constrained optimization problems
- penalty function
- search algorithm
- unconstrained optimization
- linear programming
- search space
- primal dual
- optimization problems
- model selection
- computationally intensive
- semidefinite programming
- lagrange multipliers
- special case