A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization.
Yunhai XiaoZengxin WeiPublished in: Appl. Math. Comput. (2007)
Keyphrases
- constrained optimization
- limited memory
- objective function
- quasi newton method
- learning algorithm
- dynamic programming
- memory space
- cost function
- simulated annealing
- particle swarm optimization
- computational complexity
- optimal solution
- search space
- np hard
- high accuracy
- expectation maximization
- convergence rate
- real time
- optimization algorithm
- augmented lagrangian