A nonmonotone trust region method with new inexact line search for unconstrained optimization.
Jinghui LiuChangfeng MaPublished in: Numer. Algorithms (2013)
Keyphrases
- trust region
- unconstrained optimization
- line search
- optimization methods
- quadratic programming
- newton method
- global optimum
- column generation
- constrained optimization
- convergence rate
- objective function
- step size
- risk minimization
- levenberg marquardt
- conjugate gradient
- dynamic programming
- hessian matrix
- linear programming
- least squares
- penalty function
- log likelihood
- primal dual
- global convergence
- artificial neural networks