A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization.
Yonggang PeiDetong ZhuPublished in: Appl. Math. Comput. (2014)
Keyphrases
- trust region
- line search
- quadratic programming
- levenberg marquardt
- convergence rate
- global convergence
- conjugate gradient
- objective function
- newton method
- cost function
- global optimum
- dynamic programming
- optimization methods
- risk minimization
- log likelihood
- primal dual
- computational complexity
- optimization method
- optimization algorithm
- linear programming
- step size
- np hard
- column generation
- least squares
- linear program
- hessian matrix
- optimal solution
- optimization procedure
- convergence analysis
- faster convergence
- simulated annealing
- search space
- learning algorithm
- artificial neural networks
- evolutionary algorithm
- particle swarm
- training process
- density estimation
- hybrid algorithm
- back propagation
- em algorithm
- expectation maximization