Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function.
András PrékopaWenzhong LiPublished in: Math. Program. (1995)
Keyphrases
- constrained optimization
- inequality constraints
- objective function
- stationary points
- feasible set
- penalty function
- augmented lagrangian
- unconstrained optimization
- penalty functions
- constrained optimization problems
- lagrange multipliers
- evolutionary strategy
- global optimum
- constraint handling
- optimal solution
- closed form solutions
- convex hull
- convex optimization
- linear programming
- cost function
- iterative methods
- lagrange multiplier method
- convex sets
- multi objective
- evolutionary algorithm
- interval analysis
- convex relaxation
- image denoising
- genetic programming
- lower bound