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Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs.
Giovanni Giallombardo
Daniel Ralph
Published in:
Math. Program. (2008)
Keyphrases
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decomposition methods
trust region
optimization methods
neural network
particle swarm optimization
convergence rate
feature selection
lower bound
evolutionary algorithm
special case
linear programming
decomposition method
convergence analysis