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    An Active Set Method for Solving Linearly Constrained Nonsmooth Optimization Problems.

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    No. of downloads: 1420

    日付
    1987
    著者
    Panier, E.R.
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    An algorithm for solving linearly constrained optimization problems is proposed. The search direction is computed by a bundle principle and the constraints are treated through an active set strategy. Difficulties that arise when the objective function is nonsmooth require a clever choice of a constraint to relax. A certain nondegeneracy assumption is necessary to obtain convergence.
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    http://hdl.handle.net/1903/4666
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    • Institute for Systems Research Technical Reports

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    DRUM is brought to you by the University of Maryland Libraries
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