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Limited memory bundle method for large bound constrained nonsmooth optimization: convergence analysis.
Napsu Karmitsa
Marko M. Mäkelä
Published in:
Optim. Methods Softw. (2010)
Keyphrases
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convergence analysis
high accuracy
optimization algorithm
optimization method
global convergence
newton method
dynamic programming
mathematical programming
computational complexity
cost function
probabilistic model
hybrid algorithm