A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem.

Chungen Shen Lei-Hong Zhang Wei Hong Yang

Published in: SIAM J. Optim. (2016)

Keyphrases

constrained optimization
active set
dynamic programming
constrained optimization problems
objective function
search space
penalty function
efficient implementation
expectation maximization
optimal solution
search algorithm
computational complexity
np hard
linear programming
convergence rate