A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization.

Mahmoud El-Alem

Published in: SIAM J. Optim. (1995)

Keyphrases

constrained optimization
unconstrained optimization
penalty function
objective function
trust region
cost function
dynamic programming
levenberg marquardt
k means
np hard
search space
global optimum
optimization algorithm
optimization methods
convergence rate
nonlinear optimization
line search
probabilistic model