A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem (Q5741070)
From MaRDI portal
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)
0 references
21 July 2016
0 references
SQP
0 references
active set
0 references
filter
0 references
L-BFGS
0 references
ball/sphere constraints
0 references
nearest correlation matrix with factor structure
0 references
maximal correlation problem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
