An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization.
Ebru AngünJack P. C. KleijnenPublished in: INFORMS J. Comput. (2012)
Keyphrases
- optimality conditions
- nonlinear programming
- semi infinite
- karush kuhn tucker
- optimization problems
- bilevel programming
- nonlinear programming problems
- variational inequalities
- linear constraints
- semi infinite programming
- lower level
- linear programming
- stationary points
- inequality constraints
- low level
- quadratic programming
- genetic algorithm
- metaheuristic
- equality constraints
- evolutionary algorithm
- support vector
- optimal solution