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Interior Epigraph Directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality.
Regina Sandra Burachik
Wilhelm Passarella Freire
C. Yalçin Kaya
Published in:
J. Glob. Optim. (2014)
Keyphrases
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globally convergent
cost function
optimization problems
optimization algorithm
augmented lagrangian
objective function
optimization method
constrained optimization
dynamic programming
linear programming
combinatorial optimization