A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem (Q5741070): Difference between revisions
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Revision as of 00:58, 28 February 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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