A retrospective trust-region method for unconstrained optimization.
Fabian BastinVincent MalmedyMélodie MouffePhilippe L. TointDimitri TomanosPublished in: Math. Program. (2010)
Keyphrases
- trust region
- unconstrained optimization
- constrained optimization
- global optimum
- optimization methods
- objective function
- optimization method
- column generation
- gradient method
- nonlinear optimization
- search methods
- cost function
- optimization algorithm
- neural network
- levenberg marquardt
- penalty function
- line search
- newton method
- genetic algorithm