Optimizing Costly Functions with Simple Constraints: A Limited-Memory Projected Quasi-Newton Algorithm.
Mark SchmidtEwout van den BergMichael P. FriedlanderKevin P. MurphyPublished in: AISTATS (2009)
Keyphrases
- quasi newton method
- np hard
- limited memory
- computational complexity
- objective function
- learning algorithm
- memory space
- quasi newton
- search space
- dynamic programming
- simulated annealing
- linear programming
- optimization algorithm
- energy function
- cost function
- probability distribution
- memory requirements
- convergence rate
- optimization methods
- primal dual
- optimal solution