Convergence detection for optimization algorithms: approximate-KKT stopping criterion when Lagrange multipliers are not available

DOI10.1016/j.orl.2015.06.009zbMath1408.90281OpenAlexW2460172031MaRDI QIDQ1785410

Vinícius V. de Melo, Gabriel Haeser

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.06.009

zbMATH Keywords

stopping criteriaoptimality conditionsgenetic algorithmsoptimization algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Approximation methods and heuristics in mathematical programming (90C59)

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