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1.5-Q-superlinear convergence of an exterior-point method for constrained optimization.

Igor GrivaRoman A. Polyak
Published in: J. Glob. Optim. (2008)
Keyphrases
  • constrained optimization
  • cost function
  • objective function
  • penalty function
  • unconstrained optimization
  • dynamic programming
  • training samples
  • approximation algorithms