An active set limited memory BFGS algorithm for large-scale bound constrained optimization.

Yunhai Xiao Dong-Hui Li

Published in: Math. Methods Oper. Res. (2008)

Keyphrases

regularized least squares
constrained optimization
limited memory
active set
objective function
dynamic programming
convergence rate
learning algorithm
evolutionary algorithm
k means
np hard
probabilistic model
nonnegative matrix factorization
memory space
quasi newton method