Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem.
Satoru AdachiSatoru IwataYuji NakatsukasaAkiko TakedaPublished in: SIAM J. Optim. (2017)
Keyphrases
- trust region
- column generation
- global optimum
- optimization methods
- nonlinear equations
- linear programming
- dynamic programming
- hessian matrix
- line search
- optimization method
- integer programming
- neural network
- quadratic programming
- linear programming problems
- feature space
- genetic algorithm
- newton method
- global convergence
- branch and bound
- simulated annealing