Optimal Computing Budget Allocation for Constrained Optimization.
Nugroho Artadi PujowidiantoLoo Hay LeeChun-Hung ChenChee Meng YapPublished in: WSC (2009)
Keyphrases
- constrained optimization
- constrained optimization problems
- constraint handling
- lagrange multipliers
- objective function
- closed form solutions
- unconstrained optimization
- optimal solution
- penalty function
- augmented lagrangian
- inequality constraints
- interval analysis
- closed form
- lagrange multiplier method
- iterative methods
- stationary points