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

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dc.contributor.authorPanier, E.R.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:38:57Z
dc.date.available2007-05-23T09:38:57Z
dc.date.issued1987en_US
dc.description.abstractAn 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.en_US
dc.format.extent993351 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4666
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1987-158en_US
dc.titleAn Active Set Method for Solving Linearly Constrained Nonsmooth Optimization Problems.en_US
dc.typeTechnical Reporten_US

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