A filter trust-region algorithm for unconstrained optimization with strong global convergence properties.
Masoud FatemiNezam Mahdavi-AmiriPublished in: Comput. Optim. Appl. (2012)
Keyphrases
- trust region
- unconstrained optimization
- global optimum
- global convergence
- optimization methods
- line search
- newton method
- objective function
- convergence analysis
- constrained optimization
- levenberg marquardt
- column generation
- convergence rate
- cost function
- optimization method
- search space
- optimal solution
- nonlinear optimization
- gradient method
- penalty function
- particle swarm optimization algorithm
- artificial neural networks
- step size
- sparse representation
- particle swarm optimization
- linear programming
- search algorithm
- convergence speed
- neural network
- optimization problems
- least squares
- np hard
- density estimation
- sensitivity analysis