On efficiently combining limited-memory and trust-region techniques.

Oleg Burdakov Lujin Gong Spartak Zikrin Ya-Xiang Yuan

Published in: Math. Program. Comput. (2017)

Keyphrases

limited memory
trust region
influence diagrams
data streams
sliding window
memory space
optimization methods
real time
global optimum
column generation
log likelihood
line search
hessian matrix
decision making
least squares
graphical models
decision problems
sensitivity analysis