A Trust-Region Method for Nonlinear Bilevel Programming: Algorithm and Computational Experience.
Benoît ColsonPatrice MarcotteGilles SavardPublished in: Comput. Optim. Appl. (2005)
Keyphrases
- trust region
- optimization algorithm
- cost function
- dynamic programming
- objective function
- learning algorithm
- hybrid algorithm
- convergence rate
- nonlinear bilevel programming
- newton method
- levenberg marquardt
- log likelihood
- simulated annealing
- em algorithm
- expectation maximization
- optimization method
- np hard
- optimization methods
- particle swarm
- training algorithm
- model selection
- high level
- convergence analysis
- column generation
- convergence speed
- support vector machine
- least squares
- global convergence
- combinatorial optimization
- line search
- hessian matrix
- differential evolution
- feature selection
- genetic algorithm