A Low-Cost Alternating Projection Approach for a Continuous Formulation of Convex and Cardinality Constrained Optimization.
N. KrejicEvelin H. M. KrulikovskiM. RaydanPublished in: Oper. Res. Forum (2023)
Keyphrases
- constrained optimization
- low cost
- lagrange multipliers
- unconstrained optimization
- inequality constraints
- projected gradient
- augmented lagrangian
- penalty functions
- piecewise linear
- constrained optimization problems
- semidefinite programming
- penalty function
- convex sets
- convex relaxation
- stationary points
- constraint handling
- closed form solutions
- objective function
- convex optimization
- convex hull
- iterative methods
- quadratic program
- interval analysis