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trlib: a vector-free implementation of the GLTR method for iterative solution of the trust region problem.

Felix LendersChristian KirchesAndreas Potschka
Published in: Optim. Methods Softw. (2018)
Keyphrases
  • trust region
  • dynamic programming
  • neural network
  • optimization method
  • cost function
  • sparse representation
  • sensitivity analysis
  • global optimum
  • linear model
  • linear equations