A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints.
H. MukaiElijah PolakPublished in: Math. Program. (1975)
Keyphrases
- equality constraints
- constrained optimization problems
- global convergence
- solving optimization problems
- optimization problems
- optimization methods
- convergence speed
- global optimum
- convergence analysis
- augmented lagrangian
- convergence rate
- quadratic programming problems
- constrained optimization
- evolutionary algorithm
- differential evolution
- penalty function
- optimization method
- particle swarm
- nonlinear programming
- decomposition algorithm
- fitness function
- linear constraints
- objective function
- hybrid algorithm
- convex hull
- genetic programming
- expert systems
- optimal solution