On the convergence of the DFP algorithm for unconstrained optimization when there are only two variables.
M. J. D. PowellPublished in: Math. Program. (2000)
Keyphrases
- unconstrained optimization
- cost function
- np hard
- dynamic programming
- convergence rate
- learning algorithm
- constrained optimization
- expectation maximization
- simulated annealing
- objective function
- neural network
- optimization algorithm
- combinatorial optimization
- parameter space
- levenberg marquardt
- penalty function
- genetic algorithm