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JGO
2010
121views more  JGO 2010»
13 years 11 months ago
The oracle penalty method
A new and universal penalty method is introduced in this contribution. It is especially intended to be applied in stochastic metaheuristics like genetic algorithms, particle swarm...
Martin Schlüter, Matthias Gerdts
JGO
2008
111views more  JGO 2008»
14 years 16 days ago
A geometric framework for nonconvex optimization duality using augmented lagrangian functions
We provide a unifying geometric framework for the analysis of general classes of duality schemes and penalty methods for nonconvex constrained optimization problems. We present a ...
Angelia Nedic, Asuman E. Ozdaglar