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A reduced-space line-search method for unconstrained optimization via random descent directions.

Elias David Niño RuizCarlos J. ArdilaJesús EstradaRafael Capacho
Published in: Appl. Math. Comput. (2019)
Keyphrases
  • line search
  • unconstrained optimization
  • trust region
  • optimization methods
  • cost function
  • constrained optimization
  • dynamic programming
  • simulated annealing
  • closed form
  • conjugate gradient