The convergence of variable metric matrices in unconstrained optimization.
Renpu GeM. J. D. PowellPublished in: Math. Program. (1983)
Keyphrases
- unconstrained optimization
- constrained optimization
- optimization methods
- trust region
- search methods
- nonlinear optimization
- global convergence
- objective function
- penalty function
- gradient method
- convergence rate
- line search
- faster convergence
- search algorithm
- metric learning
- genetic algorithm
- convergence speed
- convergence analysis
- simulated annealing
- lower bound