Algorithm 1030: SC-SR1: MATLAB Software for Limited-memory SR1 Trust-region Methods.
Johannes BrustOleg BurdakovJennifer B. ErwayRoummel F. MarciaPublished in: ACM Trans. Math. Softw. (2022)
Keyphrases
- trust region
- optimization methods
- limited memory
- dynamic programming
- learning algorithm
- memory space
- levenberg marquardt
- simulated annealing
- cost function
- quasi newton method
- objective function
- optimal solution
- computational complexity
- optimization algorithm
- expectation maximization
- probabilistic model
- search space
- sparse representation
- high efficiency
- artificial neural networks
- lower bound
- sensitivity analysis
- least squares
- bayesian networks
- conjugate gradient
- data sets