Globally convergent limited memory bundle method for large-scale nonsmooth optimization.
Napsu HaaralaKaisa MiettinenMarko M. MäkeläPublished in: Math. Program. (2007)
Keyphrases
- globally convergent
- optimization algorithm
- optimization method
- limited memory
- cost function
- sensitivity analysis
- constrained optimization
- special case
- decision making
- simulated annealing
- probabilistic model
- data sets
- influence diagrams
- dynamic programming
- optimization procedure
- global convergence
- line search
- augmented lagrangian