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A Newton-CG algorithm with complexity guarantees for smooth unconstrained optimization.
Clément W. Royer
Michael O'Neill
Stephen J. Wright
Published in:
Math. Program. (2020)
Keyphrases
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computational complexity
np hard
dynamic programming
worst case
expectation maximization
linear programming
convergence rate
log likelihood
em algorithm
optimization algorithm
neural network
learning algorithm
objective function
simulated annealing
global optimum