A conjugate Rosen's gradient projection method with global line search for piecewise linear concave optimization.
Cesar Beltran-RoyoPublished in: Eur. J. Oper. Res. (2007)
Keyphrases
- piecewise linear
- line search
- gradient projection method
- objective function
- quadratic programming
- risk minimization
- global convergence
- dynamic programming
- step size
- convergence rate
- conjugate gradient
- primal dual
- optimization procedure
- linear program
- convergence speed
- optimization algorithm
- linear programming
- multi objective
- cost function
- hyperplane
- optimization method
- optimization problems
- faster convergence
- simulated annealing
- np hard
- feature selection