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A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming.
Zhongwen Chen
Shicai Miao
Published in:
Asia Pac. J. Oper. Res. (2015)
Keyphrases
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semidefinite programming
trust region
probabilistic model
objective function
dynamic programming
cross validation
unconstrained optimization
machine learning
feature selection
lower bound
special case
model selection
high order
global optimum
levenberg marquardt