Parallel Constrained Optimization via Distribution of Variables.
Claudia A. SagastizábalMikhail V. SolodovPublished in: Euro-Par (1999)
Keyphrases
- constrained optimization
- constrained optimization problems
- random variables
- objective function
- unconstrained optimization
- augmented lagrangian
- inequality constraints
- constraint handling
- probability distribution
- penalty function
- iterative methods
- penalty functions
- lagrange multipliers
- stationary points
- equality constraints
- pattern search
- interval analysis
- probabilistic model
- multi objective