An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables.
Dan LiDetong ZhuPublished in: Numer. Algorithms (2018)
Keyphrases
- line search
- trust region
- conjugate gradient
- quadratic programming
- convergence rate
- step size
- objective function
- primal dual
- optimization method
- optimization methods
- optimization problems
- dynamic programming
- global convergence
- evolutionary algorithm
- risk minimization
- missing data
- optimization algorithm
- column generation
- pairwise
- genetic algorithm