A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem.
Zhanwen ShiGuanyu YangYunhai XiaoPublished in: Math. Methods Oper. Res. (2016)
Keyphrases
- limited memory
- high accuracy
- quasi newton method
- memory space
- dynamic programming
- single pass
- convex minimization
- objective function
- convergence rate
- neural network
- global convergence
- learning algorithm
- global optimum
- probabilistic model
- computational complexity
- optimal solution
- optimization method
- optimization algorithm
- hybrid algorithm
- decision makers
- particle swarm optimization algorithm
- simulated annealing
- evolutionary algorithm
- decision making