Stopping rules and backward error analysis for bound-constrained optimization.
Serge GrattonMélodie MouffePhilippe L. TointPublished in: Numerische Mathematik (2011)
Keyphrases
- error analysis
- constrained optimization
- stopping rules
- least squares
- upper bound
- constrained optimization problems
- lower bound
- stochastic systems
- objective function
- error correction
- constraint handling
- confidence intervals
- unconstrained optimization
- worst case
- lagrange multipliers
- penalty function
- iterative methods
- interval analysis
- penalty functions
- search algorithm