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A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization.
Stephen G. Nash
Jorge Nocedal
Published in:
SIAM J. Optim. (1991)
Keyphrases
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limited memory
quasi newton method
optimization algorithm
optimization method
quadratic programming
newton method
sensitivity analysis
pairwise
optimization procedure
real time
training data
influence diagrams
convex sets
linear equations
quasi newton