A proximal subgradient projection algorithm for linearly constrained strictly convex problems.
Adam OuorouPublished in: Optim. Methods Softw. (2007)
Keyphrases
- linearly constrained
- optimal solution
- computational complexity
- convergence rate
- dynamic programming
- worst case
- simulated annealing
- objective function
- optimization method
- mathematical model
- expectation maximization
- tabu search
- high dimensional
- bayesian framework
- training set
- continuous variables
- linear systems
- quadratic programming
- support vector