A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables.
Thomas F. ColemanYuying LiPublished in: SIAM J. Optim. (1996)
Keyphrases
- quadratic function
- newton method
- nonlinear programming
- optimality conditions
- variational inequalities
- convergence analysis
- objective function
- linear equations
- regularized least squares
- linear programming
- optimization problems
- upper bound
- lower bound
- sensitivity analysis
- variable selection
- semidefinite programming
- input variables
- nonnegative matrix factorization
- worst case
- quadratic programming
- exact algorithms
- linear svm
- pairwise
- machine learning