Nonconvex optimization using negative curvature within a modified linesearch.
Alberto OlivaresJavier M. MoguerzaFrancisco J. PrietoPublished in: Eur. J. Oper. Res. (2008)
Keyphrases
- globally convergent
- autocalibration
- global convergence
- variational inequalities
- global optimization
- line search
- optimization problems
- augmented lagrangian
- nonlinear programming
- newton method
- optimization algorithm
- optimization methods
- objective function
- optimization method
- convergence rate
- quadratic programming
- optimality conditions
- cost function