A matrix-free trust-region newton algorithm for convex-constrained optimization.
Drew P. KouriPublished in: Optim. Lett. (2022)
Keyphrases
- constrained optimization
- unconstrained optimization
- trust region
- objective function
- k means
- dynamic programming
- optimal solution
- newton method
- penalty function
- cost function
- optimization algorithm
- convex hull
- log likelihood
- np hard
- search space
- expectation maximization
- optimization methods
- simulated annealing
- probabilistic model
- gradient method