Online constrained optimization with recourse.
Tess AvitabileClaire MathieuLaura H. ParkinsonPublished in: Inf. Process. Lett. (2013)
Keyphrases
- constrained optimization
- objective function
- unconstrained optimization
- constrained optimization problems
- constraint handling
- augmented lagrangian
- multistage
- penalty function
- interval analysis
- lagrange multipliers
- inequality constraints
- image restoration
- linear program
- closed form solutions
- iterative methods
- penalty functions