A Robust Algorithm for Optimization with General Equality and Inequality Constraints.

Xinwei Liu Yaxiang Yuan

Published in: SIAM J. Sci. Comput. (2000)

Keyphrases

optimization algorithm
learning algorithm
computational complexity
optimization problems
dynamic programming
cost function
np hard
objective function
optimization method
expectation maximization
search space
optimal solution
linear programming
lower bound
convex hull
convergence rate
constrained optimization