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Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization.
Napsu Karmitsa
Manlio Gaudioso
Kaisa Joki
Published in:
Optim. Methods Softw. (2019)
Keyphrases
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objective function
optimization algorithm
cost function
constrained optimization
dynamic programming
optimization method
quadratic programming
optimal solution
support vector machine
covariance matrix
piecewise linear
convex functions
line search