Algorithm 943: MSS: MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization.
Jennifer B. ErwayRoummel F. MarciaPublished in: ACM Trans. Math. Softw. (2014)
Keyphrases
- trust region
- optimization algorithm
- np hard
- optimal solution
- learning algorithm
- dynamic programming
- convergence rate
- combinatorial optimization
- search space
- line search
- linear programming
- optimization methods
- differential evolution
- global convergence
- optimization method
- particle swarm optimization
- optimization problems
- expectation maximization
- constrained optimization
- primal dual
- particle swarm
- levenberg marquardt
- objective function