A Stochastic-Gradient-based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems.
Frank E. CurtisVyacheslav KungurtsevDaniel P. RobinsonQi WangPublished in: CoRR (2023)
Keyphrases
- interior point algorithm
- constrained optimization problems
- linear programming
- primal dual
- constrained optimization
- evolutionary algorithm
- interior point methods
- optimization problems
- differential evolution
- simplex method
- multicriteria optimization
- global convergence
- penalty function
- convergence rate
- upper bound
- lower bound
- fitness function
- linear program
- objective function
- crossover operator
- convex optimization
- genetic programming
- worst case
- np hard
- neural network
- ant colony optimization
- traveling salesman problem
- metaheuristic
- particle swarm optimization
- quadratic programming
- dynamic programming
- cost function
- multi objective
- special case