On the behaviour of constrained optimization methods when Lagrange multipliers do not exist.
Roberto AndreaniJosé Mario MartínezLúcio Tunes SantosBenar Fux SvaiterPublished in: Optim. Methods Softw. (2014)
Keyphrases
- optimization methods
- lagrange multipliers
- lagrange multiplier method
- constrained optimization
- objective function
- optimization problems
- optimization method
- linear program
- cost function
- rate distortion
- simulated annealing
- support vector regression
- stochastic methods
- global convergence
- penalty function
- efficient optimization
- optimization approaches
- lagrangian method
- stage stochastic programs
- evolutionary algorithm
- scalable video coding
- computer vision
- kernel matrix
- metaheuristic