A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem (Q5741070): Difference between revisions

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Latest revision as of 07:32, 12 July 2024

scientific article; zbMATH DE number 6605221
Language Label Description Also known as
English
A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
scientific article; zbMATH DE number 6605221

    Statements

    A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem (English)
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    21 July 2016
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    SQP
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    active set
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    filter
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    L-BFGS
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    ball/sphere constraints
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    nearest correlation matrix with factor structure
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    maximal correlation problem
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