Constrained Optimization in the Presence of Noise.
Figen ÖztoprakRichard H. ByrdJorge NocedalPublished in: SIAM J. Optim. (2023)
Keyphrases
- constrained optimization
- objective function
- constrained optimization problems
- constraint handling
- unconstrained optimization
- missing data
- interval analysis
- augmented lagrangian
- penalty function
- evolutionary strategy
- noise reduction
- inequality constraints
- lagrange multiplier method
- signal to noise ratio
- penalty functions
- particle swarm optimization
- search algorithm