A tolerant algorithm for linearly constrained optimization calculations.
M. J. D. PowellPublished in: Math. Program. (1989)
Keyphrases
- constrained optimization
- constrained optimization problems
- objective function
- inequality constraints
- expectation maximization
- computational complexity
- k means
- cost function
- optimization algorithm
- search space
- np hard
- probabilistic model
- particle swarm optimization
- convergence rate
- penalty function
- constraint handling
- interval analysis
- maximum likelihood
- dynamic programming
- optimal solution